Journal of Financial Markets Vol. 7 No. 1 2004

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

Robert F. Engle¹; Andrew J. Patton²

¹ University of California San Diego · ² London School of Economics and Political Science

DOI

10.1016/s1386-4181(03)00018-1

Volume

7

Issue

1

Pages

1-25

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓