Price discreteness and clustering in ultra high frequency equity and options data
| Year of publication: |
2009-09-14
|
|---|---|
| Authors: | Verousis, Thanos |
| Publisher: |
Aberystwyth University |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009428497