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~isPartOf:"Advanced texts in econometrics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Mitchell, Olivia S."
~subject:"Theorie"
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Bollerslev, Tim
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Advanced texts in econometrics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
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2
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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