The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process

Research output: Working paperResearch

Documents

  • FRU200503

    Final published version, 1.01 MB, PDF document

  • Nikolaus Hautsch
 
Original languageEnglish
Place of PublicationCph.
PublisherDepartment of Economics, University of Copenhagen
Number of pages37
Publication statusPublished - 2005

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ID: 159117