Comparing High Frequency Data of Stocks that are Traded Simultaneously in the US and Germany: Simulated Versus Empirical Data
Year of publication: |
2011
|
---|---|
Authors: | Rieger, Jörg ; Rüchardt, Kirsten ; Vogt, Bodo |
Published in: |
Eurasian Economic Review. - Eurasia Business and Economics Society. - Vol. 1.2011, 2, p. 126-142
|
Publisher: |
Eurasia Business and Economics Society |
Subject: | Financial markets | Simulation | No-arbitrage condition | Stochastic processes |
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