The estimation of transaction costs in arbitrage models
| Year of publication: |
1988
|
|---|---|
| Authors: | Spiller, Pablo T. ; Wood, Robert O. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 39.1988, 3, p. 309-326
|
| Publisher: |
Elsevier |