Modeling the interdependence of volatility and inter-transaction duration processes

Joachim Grammig, Marc Wellner

Open source

DOI: 10.1016/s0304-4076(01)00105-1
Published: 2002-02
Container: Journal of Econometrics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/s0304-4076-01-00105-1,
  title = {Modeling the interdependence of volatility and inter-transaction duration processes},
  author = {Joachim Grammig and Marc Wellner},
  year = {2002},
  journal = {Journal of Econometrics},
  doi = {10.1016/s0304-4076(01)00105-1},
  url = {https://doi.org/10.1016/s0304-4076(01)00105-1}
}

RIS

TY  - JOUR
TI  - Modeling the interdependence of volatility and inter-transaction duration processes
AU  - Joachim Grammig
AU  - Marc Wellner
PY  - 2002
JO  - Journal of Econometrics
DO  - 10.1016/s0304-4076(01)00105-1
UR  - https://doi.org/10.1016/s0304-4076(01)00105-1
ER  -

APA

Grammig, J., & Wellner, M. (2002). Modeling the interdependence of volatility and inter-transaction duration processes. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(01)00105-1

Source records

crossref · retrieved 2026-09-26T02:11:27.009Z