Forecasting market impact costs and identifying expensive trades
| Year of publication: |
2008
|
|---|---|
| Authors: | Bikker, Jacob A. ; Spierdijk, Laura ; Hoevenaars, Roy P.M.M. ; Van der Sluis, Pieter Jelle |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 1, p. 21-40
|