Impacts of trades in an error-correction model of quote prices

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Engle, RF; Patton, AJ

Published Date

  • January 2004

Published In

Volume / Issue

  • 7 / 1

Start / End Page

  • 1 - 25

International Standard Serial Number (ISSN)

  • 1386-4181

Digital Object Identifier (DOI)

  • 10.1016/S1386-4181(03)00018-1