مرکز منطقه ای اطلاع رساني علوم و فناوري - Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation

Title of article :

Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation

Author/Authors :

Joel Hasbrouck، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

Clustering , Discreteness , Markov chain Monte Carlo , Gibbs sampler , Foreign exchange , Quotes , Security prices

Journal title :

Journal of Financial Markets

Serial Year :

1999

Journal title :

Journal of Financial Markets

Record number :

189362

Link To Document :