High frequency market microstructure noise estimates and liquidity measures:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2008
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
13825 |
| Online-Zugang: | Volltext |
| Beschreibung: | 40 S. graph. Darst. 22 cm |
Internformat
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Datensatz im Suchindex
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| index_date | 2024-07-02T22:41:32Z |
| indexdate | 2024-07-09T21:25:15Z |
| institution | BVB |
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| spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut High frequency market microstructure noise estimates and liquidity measures Yacine Ait-Sahalia ; Jialin Yu Cambridge, Mass. National Bureau of Economic Research 2008 40 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 13825 Yu, Jialin Verfasser (DE-588)129581445 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 13825 (DE-604)BV002801238 13825 http://papers.nber.org/papers/w13825.pdf kostenfrei Volltext |
| spellingShingle | Aït-Sahalia, Yacine Yu, Jialin High frequency market microstructure noise estimates and liquidity measures |
| title | High frequency market microstructure noise estimates and liquidity measures |
| title_auth | High frequency market microstructure noise estimates and liquidity measures |
| title_exact_search | High frequency market microstructure noise estimates and liquidity measures |
| title_exact_search_txtP | High frequency market microstructure noise estimates and liquidity measures |
| title_full | High frequency market microstructure noise estimates and liquidity measures Yacine Ait-Sahalia ; Jialin Yu |
| title_fullStr | High frequency market microstructure noise estimates and liquidity measures Yacine Ait-Sahalia ; Jialin Yu |
| title_full_unstemmed | High frequency market microstructure noise estimates and liquidity measures Yacine Ait-Sahalia ; Jialin Yu |
| title_short | High frequency market microstructure noise estimates and liquidity measures |
| title_sort | high frequency market microstructure noise estimates and liquidity measures |
| url | http://papers.nber.org/papers/w13825.pdf |
| volume_link | (DE-604)BV002801238 |
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