Analysis of high-frequency data
Jeffrey R. Russell and Robert F. Engle
| Year of publication: |
2010
|
|---|---|
| Authors: | Russell, Jeffrey R. ; Engle, Robert F. |
| Published in: |
Tools and techniques. - Amsterdam : Elsevier, NH (North-Holland is an imprint of Elsevier), ISBN 978-0-444-50897-3. - 2010, p. 383-426
|
| Subject: | Marktmikrostruktur | Market microstructure | Datenqualität | Data quality | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003900661