Modelling bid-ask spreads in competitive dealership markets :: Siem Jan Koopman :: London School of Economics 1999 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling bid-ask spreads in competitive dealership markets
Author Siem Jan Koopman
Contributors Hung Neng Lai, Hung Neng Lai
Publisher London School of Economics
Publication date 1999
Publication location London
Language English

Topics

Securities :: Prices :: Mathematical models
Capital market :: Mathematical models
Kalman filtering

Catalogue Data

OBNB ID GB9963246
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 26 p.
P1042 Includes bibliographical references.

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Modelling bid-ask spreads in competitive dealership markets by Siem Jan Koopman. Published by London School of Economics in 1999. Publication and catalogue information, links to buy online and reader comments.