Tests and Properties of Variance Ratios in Microstructure Studies
| Year of publication: |
1997
|
|---|---|
| Authors: | Ronen, Tavy |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 32.1997, 2, p. 183-204
|