Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods
| Year of publication: |
2007
|
|---|---|
| Authors: | Menkveld, Albert J. ; Koopman, Siem Jan ; Lucas, Andre |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 25.2007, April, p. 213-225
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238226