Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
for discreteness, e.g. habits, see e.g. Niederhofer (1965) and Niederhofer (1966).
Those studies are primarily related to …. This correction compensates for the MA(1) effect
already discussed.
Empirical studies on the bid-ask bounce include the … methodology will be employed in the empirical part of this work. Other
empirical studies relating to the time varying evolution of …