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A dynamic structural model for stock return volatility and tradingg volume / William A. Brock, Blake D. LeBaron.

by Brock, William A | LeBaron, Blake Dean, 1961- | National Bureau of Economic Research.

Series: National Bureau of Economic Research. Working paper series ; Working paper series (National Bureau of Economic Research) ; working paper no. 4988. | NBER working paper series | Working paper (National Bureau of Economic Research) | NBER working paperMaterial type: Text Text; Format: print ; Literary form: Not fiction Publication details: Cambridge, MA : National Bureau of Economic Research, c1994 [i.e.1995]Availability: Items available for loan: University of Macedonia LibraryCall number: HB1.N38 no. 4988 (1).

Forecasting transaction rates : the autoregressive conditional duration model / Robert F. Engle, Jeffrey R. Russell.

by Engle, R. F. (Robert F.) | Russell, Jeffrey R | National Bureau of Economic Research.

Series: National Bureau of Economic Research. Working paper series ; Working paper series (National Bureau of Economic Research) ; working paper no. 4966. | NBER working paper series | Working paper (National Bureau of Economic Research) | NBER working paperMaterial type: Text Text; Format: print ; Literary form: Not fiction Publication details: Cambridge, MA : National Bureau of Economic Research, c1994Availability: Items available for loan: University of Macedonia LibraryCall number: HB1.N38 no. 4966 (1).

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