Estimating the bid-ask spread in a heteroskedastic market : the case of foreign currency futures
P. A. Laux ; A. J. Senchack, Jr
| Year of publication: |
1994
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|---|---|
| Authors: | Laux, Paul A. |
| Other Persons: | Senchack, Andrew J. (contributor) |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 4.1994, 3, p. 219-237
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| Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Deutsche Mark | Yen | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc | Theorie | Theory | USA | United States | 1983-1986 |
| 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/10001174256