The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks
(2000) Annales d’économie et de statistique — Vol. 60, p. 117-149 (2000)
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Bauwens, Luc 
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Bauwens, L., & Giot, P. (2000). The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks. Annales d’économie et de statistique, 60, 117-149. https://hdl.handle.net/2078.5/152028 (Original work published 2000)