Where is the Market? Three Econometric Approaches to Measure Contributions to Price Discovery
Year of publication: |
2011
|
---|---|
Authors: | Peter, Franziska Julia |
Publisher: |
Universität Tübingen / 04 Wirtschaftswissenschaftliche Fakultät. 04 Abteilung Statistik, Ökonometrie und Empirische Wirtschaftsforschung |
Subject: | Ökonometrie | Finanzmarktforschung | Econometrics | Price discovery | Financial markets |
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