Modelling Trade Duration in U.S. Treasury Markets
Year of publication: |
2010
|
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Authors: | McKenzie, Michael D. |
Other Persons: | Henry, Olan T. (contributor) ; Dungey, Mardi (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | USA | United States | Staatspapier | Government securities | Wertpapierhandel | Securities trading | Dauer | Duration | Schätzung | Estimation |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1718179 [DOI] |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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