Time and the price impact of a trade
Alfonso Dufour and Robert F. Engle
| Year of publication: |
2000
|
|---|---|
| Authors: | Dufour, Alfonso ; Engle, Robert F. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 6, p. 2467-2498
|
| Subject: | Börsenkurs | Share price | Zeit | Time | Wertpapierhandel | Securities trading | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | USA | United States | 1990-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001537329