Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Bandi, A."'
Publikováno v:
Journal of Business & Economic Statistics, 2013 Jul 01. 31(3), 331-345.
Externí odkaz:
http://www.jstor.org/stable/43702729
Publikováno v:
Journal of Business & Economic Statistics, 2006 Apr 01. 24(2), 167-173.
Externí odkaz:
https://www.jstor.org/stable/27638862
Publikováno v:
Journal of Business & Economic Statistics. 31:331-345
Observed high-frequency financial prices can be considered as having two components, a true price and a market microstructure noise perturbation. It is an empirical regularity, coherent with classical market microstructure theories of price determina
Autor:
Federico M Bandi, Jeffrey R Russell
Publikováno v:
Journal of Business & Economic Statistics. 24:167-173
Autor:
Bandi, Federico M.1 federico.bandi@gsb.uchicago.edu, Russell, Jeffrey R.1 jeffrey.russell@gsb.uchicago.edu
Publikováno v:
Journal of Business & Economic Statistics. Apr2006, Vol. 24 Issue 2, p167-173. 7p.