A SHARP model of bid-ask spread forecasts
Luca Cattivelli, Davide Pirino
| Year of publication: |
2019
|
|---|---|
| Authors: | Cattivelli, Luca ; Pirino, Davide |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1211-1225
|
| Subject: | Bid-ask spread | Econometric models | Forecasting | Integer-valued | Liquidity | Long-memory | Seasonality | Geld-Brief-Spanne | Prognoseverfahren | Forecasting model | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Liquidität | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1306-1307 |
| Other identifiers: | 10.1016/j.ijforecast.2019.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305253