Estimating liquidity using information on the multivariate trading process


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BIEN, Katarzyna, Ingmar NOLTE, Winfried POHLMEIER, 2006. Estimating liquidity using information on the multivariate trading process

@techreport{Bien2006Estim-12224, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Estimating liquidity using information on the multivariate trading process}, year={2006}, number={2006/04}, author={Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried} }

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