Impacts of trades in an error-correction model of quote prices

by Robert F. Engle and Andrew J. Patton

Year of publication:	2000
Authors:	Engle, Robert F. ; Patton, Andrew J.
Publisher:	La Jolla, CA
Subject:	Börsenkurs \| Share price \| Geld-Brief-Spanne \| Bid-ask spread \| Handelsvolumen der Börse \| Trading volume \| Schätzung \| Estimation \| USA \| United States \| Kointegration \| Cointegration

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