The Dynamics of Dealer Quoting Behavior
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Frijns, B. ; Schotman, P. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | High Frequency data | Dealership | Error Correction Model | Impulse-Response functions |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 235 |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005706599