A switching microstructure model for stock prices

Donatien Hainaut and Stéphane Goutte

No 2018014, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2018-01-01
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Working Paper: A switching microstructure model for stock prices (2019)
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