Indra Heckenbach

University of California, Santa Cruz

1156 High St

Santa Cruz, CA 95064

United States

SCHOLARLY PAPERS

1

DOWNLOADS

713

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

A Compound Duration Model for High-Frequency Asset Returns

Number of pages: 42 Posted: 17 Aug 2014 Last Revised: 08 Nov 2016
Eric M. Aldrich, Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz, University of California, Santa Cruz and Yale University
Downloads 713 (49,932)
Citation 3

Abstract:

Loading...

High-frequency trading, US Equities, News arrival