المؤلفون: Ozturk, Sait R., van der Wel, Michel, van Dijk, Dick

مصطلحات موضوعية: ddc:330, C32, G14, Afterhours Trading, Market microstructure, Kalman filter

العلاقة: Series: Tinbergen Institute Discussion Paper; No. 15-082/III; gbv-ppn:830248536; http://hdl.handle.net/10419/125085Test; RePEc:tin:wpaper:20150082

الإتاحة: http://hdl.handle.net/10419/125085Test

المؤلفون: Ozturk, Sait, van der Wel, Michel, van Dijk, Dick

مصطلحات موضوعية: ddc:330, C32, G14, High-frequency data, Market microstructure, Price Discovery, Kalman filter

العلاقة: Series: Tinbergen Institute Discussion Paper; No. 14-027/III; gbv-ppn:779878051; http://hdl.handle.net/10419/98891Test; RePEc:dgr:uvatin:20140027

الإتاحة: http://hdl.handle.net/10419/98891Test

المؤلفون: Ozturk, Sait R., van der Wel, Michel, van Dijk, Dick

المصدر: Journal of Financial Markets; Jan2017, Vol. 32, p28-48, 21p