The estimation of transaction costs in arbitrage models
Year of publication: |
1988
|
---|---|
Authors: | Spiller, Pablo T. |
Other Persons: | Wood, Robert O. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 3.1988, p. 309-326
|
Subject: | Transaktionskosten | Transaction costs | Ölmarkt | Oil market | USA | United States |
-
Sykuta, Michael Earl, (1994)
-
Futures trading and supply contracting in the oil refining industry
Sykuta, Michael Earl, (1996)
-
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye, (2022)
- More ...
-
The estimation of transaction costs in arbitrage models
Spiller, Pablo T., (1988)
-
Arbitrage during the dollar-sterling gold standard, 1899 - 1908 : an econometric approach
Spiller, Pablo T., (1988)
-
Policymaking in Latin America: How Politics Shapes Policies
Spiller, Pablo T.,
- More ...