• Title of article

    Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation

  • Author/Authors

    Joel Hasbrouck، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    28
  • From page
    1
  • To page
    28
  • Keywords
    Clustering , Discreteness , Markov chain Monte Carlo , Gibbs sampler , Foreign exchange , Quotes , Security prices
  • Journal title
    Journal of Financial Markets
  • Serial Year
    1999
  • Journal title
    Journal of Financial Markets
  • Record number

    189362

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189362