Trades and quotes : a bivariate point process
Robert F. Engle; Asger Lunde
| Year of publication: |
2003
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|---|---|
| Authors: | Engle, Robert F. ; Lunde, Asger |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 2, p. 159-188
|
| Subject: | Marktmikrostruktur | Market microstructure | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis |
| 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/10002214089