The dynamic mixed hitting-time model for multiple transaction prices and times
Eric Renault; Thijs van der Heijden; Bas J.M. Werker
| Year of publication: |
2014
|
|---|---|
| Authors: | Renault, Eric ; Heijden, Thijs van der ; Werker, Bas J. M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 233-250
|
| Subject: | Duration modeling | Hitting time | Trading intensity | Market microstructure | Theorie | Theory | Marktmikrostruktur | Dauer | Duration | Zeit | Time | Geld-Brief-Spanne | Bid-ask spread |
| 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/10010433364