22 Modeling market microstructure time series

Handbook of Statistics

Volumn 14, Issue , 1996, Pages 647-692

  Hasbrouck, Joel ^a  

^a NONE

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EID: 70350341186     PISSN: 01697161     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0169-7161(96)14024-4     Document Type: Review

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