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~person:"Gandhi, Devinder K."
~person:"Lapshin, Victor"
~subject:"Schätzung"
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Gandhi, Devinder K.
Lapshin, Victor
Adrangi, Bahram
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Andreev, Nikolay
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Financial econometrics and empirical market microstructure
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International journal of theoretical and applied finance
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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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2
Testing for nonlinearity & modeling volatility in emerging capital markets : the case of Tunisia
Saadi, Samir
;
Gandhi, Devinder K.
;
Dutta, Shantanu
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1021-1050
Persistent link: https://www.econbiz.de/10003395958
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