Bootstrap refinements in tests of microstructure frictions
Thomas J. George; Chuan-Yang Hwang; Tavy Ronen
| Year of publication: |
2010
|
|---|---|
| Authors: | George, Thomas J. ; Hwang, Chuan-Yang ; Ronen, Tavy |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 35.2010, 1, p. 47-70
|
| Subject: | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 1990-1992 |
| 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/10008797145