Estimating liquidity using information on the multivariate trading process
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More about this item
KeywordsLiquidity; Copula Functions; Trading Process; Decimalization; Metropolized-Independence Sampler;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- F30 - International Economics - - International Finance - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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