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~isPartOf:"Journal of financial econometrics"
~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~person:"Hautsch, Nikolaus"
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Christensen, Kim
Gallo, Giampiero M.
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
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