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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Bibinger, Markus"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
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