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~isPartOf:"Advanced texts in econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~subject:"Schätzung"
~subject:"Theory"
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Engle, Robert F.
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
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2
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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