Work

22 Modeling market microstructure time series

Year: 1996

Type: book-chapter

Source: Handbook of statistics

DOI: 10.1016/s0169-7161(96)14024-4

Author: Joel Hasbrouck

Institution: New York University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1514617270

FWCI: 8.997

Cites: 126

Cited by: 107

Related to: 10