Author/Authors :
Per Bjarte Solibakke، نويسنده ,
Title Of Article :
In 1975, amendments to the Security Exchange Act of 1934 mandated the development of a national market system. In response to this mandate, securities listed on the New York Stock Exchange may trade simultaneously on multiple markets. This paper investiga
NaturalLanguageKeyword :
Conditional heteroscedasticity , Efficient method of moments , Non-synchronous trading , Stochastic differential equations
JournalTitle :
Studia Iranica
