Skip to main content
Article thumbnail
Location of Repository

Impacts of trades in an error-correction model of quote prices

By Robert F. Engle and Andrew J. Patton
Topics: HG Finance
Publisher: Elsevier
Year: 2004
DOI identifier: 10.1016/S1386-4181(03)00018-1
OAI identifier:
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.