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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of economic dynamics & control"
~person:"Anderson, Heather Margot"
~person:"Bachmann, Ruediger"
~person:"Bali, Turan G."
~subject:"United States"
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Estimation
Public choice
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Anderson, Heather Margot
Bachmann, Ruediger
Bali, Turan G.
Ireland, Peter N.
4
Heer, Burkhard
3
Malley, James R.
3
Serletis, Apostolos
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Aguiar-Conraria, Luís
2
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Journal of economic dynamics & control
Georgetown McDonough School of Business Research Paper
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Journal of monetary economics
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The journal of futures markets
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The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
2
Surprise, surprise - measuring firm-level investment innovations
Bachmann, Ruediger
;
Elstner, Steffen
;
Hristov, Atanas
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 107-148
Persistent link: https://www.econbiz.de/10011915582
Saved in:
3
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
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