Author/Authors
Per Bjarte Solibakke، نويسنده ,
DocumentNumber
1237515
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
شماره ركورد
789
From Page
385
NaturalLanguageKeyword
Conditional heteroscedasticity , Efficient method of moments , Non-synchronous trading , Stochastic differential equations
JournalTitle
Studia Iranica
To Page
406
To Page
406
Link To Document