Impacts of trades in an error-correction model of quote prices
Robert F. Engle; Andrew J. Patton
| Year of publication: |
2004
|
|---|---|
| Authors: | Engle, Robert F. ; Patton, Andrew J. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 7.2004, 1, p. 1-25
|
| Subject: | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | USA | United States | Kointegration | Cointegration |
| 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/10001868857