The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Year of publication: |
2000
|
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Authors: | Bauwens, Luc ; Giot, Pierre |
Published in: |
Annales d'économie et de statistique. - Amiens [u.a.] : ADRES, ISSN 0769-489X, ZDB-ID 635036-7. - 2000, p. 117-149
|
Subject: | New York Stock Exchange | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Mikrofundierung | Microfoundations | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 1996 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in franz. Sprache In: Annales d'économie et de statistique |
Source: | ECONIS - Online Catalogue of the ZBW |
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