A GARCH analysis of dark-pool trades
Year of publication: |
2014
|
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Authors: | Peretti, Philippe De ; Tapiero, Oren |
Institutions: | HAL |
Subject: | Dark Pools | Density Forecast | Dark Volume | Dark trade |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://hal-paris1.archives-ouvertes.fr/hal-00984834 Published, Comment la régulation financière peut-elle sortir l'Europe de la crise ?, Ecole nationale d'administration (Ed.), 2014, 161-182 |
Source: |
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