Measuring, forecasting and explaining time varying liquidity in the stock market:
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Bibliographic Details
Main Authors: Engle, Robert F. 1942- (Author), Lange, Joe (Author)
Format: Book
Language:English
Published: Cambridge, Mass. 1997
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6129
Subjects:
Links:http://papers.nber.org/papers/w6129.pdf
Physical Description:22 S. graph. Darst.