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
25
From page
1
To page
25
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