A modelling framework for the prices and times made on the New York stock exchange
Publication information:
Rydberg, Trina, and Neil Shephard. 2000. “A Modelling Framework for the Prices and Times Made on the New York Stock Exchange”. In Non-Statopnary and Non-Linear Signal Extraction, (edited by W.J. Fitzgerald, R.L. Smith, A.T. Walden and P.C. Young). Cambridge: Issac Newton Institute Series, Cambridge University Press.