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Economics - Econometrics / Statistics | Econometric Modelling of Stock Market Intraday Activity (Authors and Editors)

Econometric Modelling of Stock Market Intraday Activity

Bauwens, Luc, Giot, Pierre

2001, XV, 180 p.

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Luc Bauwens is Professor of Economics at the Université catholique de Louvain, Belgium where he chairs the Department of Economics, and has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has published several books and papers in the fields of Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade. Pierre Giot is Professor of Econometrics and Quantitative Finance at Maastricht University in The Netherlands, and he is a member of CORE in Belgium. After graduating as a Civil Engineer (Polytechnique) in Electronics, he got his Ph.D. in Economics at the Université catholique de Louvain in 1999. His current research interests focus on quantitative finance, models for intraday data and empirical market microstructure.

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  • Econometric Modelling of Stock Market Intraday Activity
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    Econometric Modelling of Stock Market Intraday Activity

    Series: Advanced Studies in Theoretical and Applied Econometrics, Vol. 38

    Bauwens, Luc, Giot, Pierre 2001

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  • High Frequency Financial Econometrics
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    High Frequency Financial Econometrics

    Recent Developments

    Series: Studies in Empirical Economics

    Bauwens, Luc, Pohlmeier, Winfried, Veredas, David (Eds.) 2008

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    ISBN 978-3-7908-1992-2
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