Dynamic Autoregressive Liquidity (DArLiQ)
type: Item
instance of: scholarly article
title: Dynamic Autoregressive Liquidity (DArLiQ)
zbMATH Open document ID: 1547.62745
DOI: 10.1080/07350015.2023.2238790
author: Christian M. Hafner
author: Oliver Linton
author: Linqi Wang
published in: Journal of Business and Economic Statistics
publication date: 2024-10-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7933372
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7933372