Narrow search
Showing 1 - 9 of 9
Cover Image
Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken - In: The European journal of finance 5 (1999) 2, pp. 109-122
Persistent link: https://www.econbiz.de/10001439621
Cover Image
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Cover Image
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - In: Journal of applied econometrics 18 (2003) 4, pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
Cover Image
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
Cover Image
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818
Cover Image
Bid-ask classification by switching regressions
Nyholm, Ken; Tanggaard, Carsten - 1997
Persistent link: https://www.econbiz.de/10000980185
Cover Image
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
Cover Image
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
Cover Image
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373124