Dynamics of trade-by-trade price movements: decomposition and models
Tina Hvild Rydberg; Neil Shephard
| Year of publication: |
2003
|
|---|---|
| Authors: | Rydberg, Tina Hvild ; Shephard, Neil G. |
| 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, 1, p. 2-25
|
| Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10002220788