Predicting Bid-Ask Spreads Using Long-Memory Autoregressive...

Journal of Forecasting 2013 / 12 Vol. 32; Iss. 8

Predicting Bid-Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

Groß-KlußMann, Axel, Hautsch, Nikolaus
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Volume:
32
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2267
Date:
December, 2013
File:
PDF, 771 KB
english, 2013
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