| 000 | 00632nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aMenkveld, Albert J. et al. | ||
| 240 | _aJournal of Business and Economic Statistics (Q) | ||
| 245 | _aModeling around the clock price discovery for cross listed stocks using state space methods | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 25 _cIssue. 2 _a213-225 |
||
| 366 | _b2007 | ||
| 366 | _bApr | ||
| 650 | _aEconomic Statistics | ||
| 653 | _aEfficient price;Financial markets;High frequency data: kalman filter;Unobserved components time series models; | ||
| 942 | _cJA | ||
| 999 |
_c46997 _d46997 |
||