Tests and properties of variance rations in microstructure studies
Year of publication: |
1997
|
---|---|
Authors: | Ronen, Tavy |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 32.1997, 2, p. 183-204
|
Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Börse | Bourse | Marktmikrostruktur | Market microstructure | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | USA | United States | 1982-1986 |
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