Nonlinear dynamics in Nasdaq dealer quotes (Q1010569)
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scientific article; zbMATH DE number 5540557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear dynamics in Nasdaq dealer quotes |
scientific article; zbMATH DE number 5540557 |
Statements
Nonlinear dynamics in Nasdaq dealer quotes (English)
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6 April 2009
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high frequency data
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dealer markets
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error correction models
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nonlinear impulse-response functions
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