MEASURING, FORECASTING AND EXPLAINING TIME VARYING LIQUIDITY IN THE STOCK MARKET
Year of publication: |
1997
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Authors: | Engle, Robert F. ; Lange, Joe |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1997, 6129
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