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

✍ Scribed by Robert F. Engle; Andrew J. Patton

Book ID: 117769222
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 200 KB
Volume: 7
Category: Article
ISSN: 1386-4181
DOI: 10.1016/s1386-4181(03)00018-1

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