Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
Groß-Klußmann, Axel; Hautsch, Nikolaus
- 期刊名称SSRN Electronic Journal
- 作者Groß-Klußmann, Axel; Hautsch, Nikolaus
- 电子ISSN1556-5068
- 文件大小1358.55KB
- 发表时间2011
- DOI10.2139/ssrn.1884237