Modeling market microstructure time series
Joel Hasbrouck
| Year of publication: |
1996
|
|---|---|
| Authors: | Hasbrouck, Joel |
| Published in: |
Statistical methods in finance. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-81964-9. - 1996, p. 647-692
|
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001320233