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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial markets"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Theorie"
~type_genre:"Article in journal"
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Time series analysis
United States
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Bid-ask spread
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Engle, Robert F.
Bansal, Naresh K.
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Baruník, Jozef
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Journal of financial markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of monetary economics
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The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial economics
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Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
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