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~subject:"Adverse selection"
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Coupled GARCH(1,1) model
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Adverse selection vs. opportunistic savings in dark aggregators
Altunata, Serhan
;
Rakhlin, Dmitry
;
Waelbroeck, Henri
- In:
The journal of trading
5
(
2010
)
1
,
pp. 16-28
Persistent link: https://www.econbiz.de/10003931720
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