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~person:"Andreev, Nikolay"
~subject:"Microstructure"
~subject:"Nonlinear regression"
~subject:"Schätzung"
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Andreev, Nikolay
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Financial econometrics and empirical market microstructure
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Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
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