مرکز منطقه ای اطلاع رساني علوم و فناوري - Impacts of trades in an error-correction model of quote prices

Title of article :

Impacts of trades in an error-correction model of quote prices

Author/Authors :

Robert F. Engle، نويسنده , , Andrew J. Patton، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Market microstructure , error-correction , Vector autoregression , price dynamics

Journal title :

Journal of Financial Markets

Serial Year :

2004

Journal title :

Journal of Financial Markets

Record number :

189449

Link To Document :