Spread component costs and stock trading characteristicas in the Spanish Stock Exchange. Two flexible fractional response models
Spread component costs and stock trading characteristicas in the Spanish Stock Exchange. Two flexible fractional response models
J.V. Pérez-Rodríguez, E. Gómez-Déniz. Quantitative Finance, 2015, 15 (12), pp. 1943 - 1962.
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