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~institution:"Society for Computational Economics - SCE"
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Dealership
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Error Correction Model
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High Frequency data
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Impulse-Response functions
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Society for Computational Economics - SCE
Econometrisch Instituut, Faculteit der Economische Wetenschappen
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Marshall School of Business, University of Southern California
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Centre for Economic Policy Research
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Tilburg University, School of Economics and Management
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Computing in Economics and Finance 2002
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The Dynamics of Dealer Quoting Behavior
Frijns, B.
;
Schotman, P.
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706599
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