المؤلفون: Frijns, Bart, Zwinkels, Remco C.J.

المصدر: Frijns , B & Zwinkels , R C J 2018 , ' Time-varying arbitrage and dynamic price discovery ' , Journal of Economic Dynamics and Control , vol. 91 , pp. 485-502 . https://doi.org/10.1016/j.jedc.2018.03.014

مصطلحات موضوعية: Heterogeneous agent models, Market microstructure, Price discovery, Time-varying arbitrage

وصف الملف: application/pdf

الاتاحة: https://research.vu.nl/en/publications/058eb20e-4e8f-4674-9788-c03bde3718fe
https://doi.org/10.1016/j.jedc.2018.03.014
https://hdl.handle.net/1871.1/058eb20e-4e8f-4674-9788-c03bde3718fe
https://research.vu.nl/ws/files/120343432/Timevarying_arbitrage_and_dynamic_price_discovery.pdf
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