Engle, Robert F. and Patton, Andrew J. (2004) Impacts of trades in an error-correction model of quote prices. Journal of Financial Markets, 7 (1). pp. 1-25. ISSN 1386-4181
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Identification Number: 10.1016/S1386-4181(03)00018-1
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2003 Elsevier Science |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 25 Sep 2008 15:21 |
| Last Modified: | 03 Mar 2024 03:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16611 |
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