Assessing the risk of liquidity suppliers on the basis of excess demand intensities
Nikolaus Hautsch
| Year of publication: |
2003
|
|---|---|
| Authors: | Hautsch, Nikolaus |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 2, p. 189-215
|
| Subject: | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Dauer | Duration | ARCH-Modell | ARCH model | Adverse Selektion | Adverse selection | Risiko | Risk | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002214097