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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~person:"Hautsch, Nikolaus"
~person:"Stein, Jeremy C."
~subject:"Share price"
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Hautsch, Nikolaus
Stein, Jeremy C.
Westerhoff, Frank H.
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3
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Journal of economic dynamics & control
CFS working paper series
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The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009554343
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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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