4 หนังสืออิเล็กทรอนิกส์โดย Winfried Pohlmeier
Luc Bauwens & Winfried Pohlmeier: High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity o …
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