Modeling around-the-clock price discovery for cross-listed stocks using state space methods
Albert J. Menkveld; Siem Jan Koopman; André Lucas
| Year of publication: |
2007
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|---|---|
| Authors: | Menkveld, Albert J. ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 2, p. 213-225
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| Subject: | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Zweitlisting | Dual listing | Niederlande | Netherlands | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10003463648