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