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Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455-474

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Bahna, Mircea; Cepoi, Cosmin Octavian; Dumitrescu, Bogdan; … - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 120-133

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Theissen, Erik - 2001

Persistent link: https://www.econbiz.de/10001645851

Theissen, Erik - 2001

equal when transaction prices are used for the estimation. Models based on quote midpoints indicate that the electronic …

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Zema, Sebastiano Michele - 2023

general theoretical framework leading to the estimation of the IC-IS is illustrated. After testing the robustness of the …

Persistent link: https://www.econbiz.de/10013489765

Medhioub, Imed; Chaffai, Mustapha - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 43-50

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Yang, Joey Wenling - In: Journal of empirical finance 18 (2011) 1, pp. 91-102

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Hautsch, Nikolaus; Huang, Ruihong - In: Journal of economic dynamics & control 36 (2012) 4, pp. 501-522

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Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006

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Li, Yu-Ning; Chen, Jia; Linton, Oliver - 2021

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