Title of article :
Nonlinear dynamics in Nasdaq dealer quotes
Author/Authors :
Bart Frijns، نويسنده , , Peter C. Schotman، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
21
From page :
2246
To page :
2266
Keywords :
High frequency data , Dealer markets , Error correction models , Nonlinear impulse-response functions
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145231
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145231
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