By the same authors

A simple two-component model for the distribution of intraday returns

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Standard

A simple two-component model for the distribution of intraday returns. / Coroneo, Laura; Veredas, David.

High frequency trading and limit order book dynamics. ed. / Ingmar Nolte; Mark Salmon; Chris Adcock. Routledge, 2014. p. 43-65.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Harvard

Coroneo, L & Veredas, D 2014, A simple two-component model for the distribution of intraday returns. in I Nolte, M Salmon & C Adcock (eds), High frequency trading and limit order book dynamics. Routledge, pp. 43-65.

APA

Coroneo, L., & Veredas, D. (2014). A simple two-component model for the distribution of intraday returns. In I. Nolte, M. Salmon, & C. Adcock (Eds.), High frequency trading and limit order book dynamics (pp. 43-65). Routledge.

Vancouver

Coroneo L, Veredas D. A simple two-component model for the distribution of intraday returns. In Nolte I, Salmon M, Adcock C, editors, High frequency trading and limit order book dynamics. Routledge. 2014. p. 43-65

Author

Coroneo, Laura ; Veredas, David. / A simple two-component model for the distribution of intraday returns. High frequency trading and limit order book dynamics. editor / Ingmar Nolte ; Mark Salmon ; Chris Adcock. Routledge, 2014. pp. 43-65

Bibtex - Download

@inbook{c909512762e24d3fb6e20bab2fa87909,
title = "A simple two-component model for the distribution of intraday returns",
author = "Laura Coroneo and David Veredas",
note = "Reprint from European Journal of Finance, 18(9), 775-797, 2012.",
year = "2014",
month = "11",
day = "24",
language = "English",
isbn = "9781138829381",
pages = "43--65",
editor = "Nolte, {Ingmar } and Salmon, {Mark } and Chris Adcock",
booktitle = "High frequency trading and limit order book dynamics",
publisher = "Routledge",

}

RIS (suitable for import to EndNote) - Download

TY - CHAP

T1 - A simple two-component model for the distribution of intraday returns

AU - Coroneo, Laura

AU - Veredas, David

N1 - Reprint from European Journal of Finance, 18(9), 775-797, 2012.

PY - 2014/11/24

Y1 - 2014/11/24

M3 - Chapter (peer-reviewed)

SN - 9781138829381

SN - 9781317570769

SP - 43

EP - 65

BT - High frequency trading and limit order book dynamics

A2 - Nolte, Ingmar

A2 - Salmon, Mark

A2 - Adcock, Chris

PB - Routledge

ER -