The dynamic mixed-hitting time model for multiple transaction prices and times Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Econometrics

Time

Date/time value

  • 2014

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2014.01.009

Additional Document Info

Parent Title

  • Journal of Econometrics

Volume

  • 180

Issue

  • 2

Publisher

  • Elsevier Science