Estimating Liquidity Using Information on the Multivariate Trading Process
نویسندگان
چکیده
منابع مشابه
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We appreciate helpful discussions with Jean-Paul Abraham, Jos Schmitt and participants at the 23 rd SUERF Colloquium. We acknowledge financial assistance from FWO-Vlaanderen under contracts G.0302.00 and G.0333.01.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2006
ISSN: 1556-5068
DOI: 10.2139/ssrn.915348