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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of financial markets"
~person:"Engle, Robert F."
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~person:"Stock, James H."
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United States
Bid-ask spread
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Börsenkurs
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Cointegration
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Estimation
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Geld-Brief-Spanne
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Handelsvolumen der Börse
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Engle, Robert F.
Koopman, Siem Jan
Nelson, Charles R.
Stock, James H.
Baruník, Jozef
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Boni, Leslie
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Doukas, John A.
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Goetzmann, William N.
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Journal of financial markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
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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 applied econometrics
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Información comercial española / Cuadernos económicos
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Journal of financial economics
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Journal of monetary economics
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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The review of financial studies
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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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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