{"title":"The Non-Trading Problem in Assessing Commonality in Liquidity on Emerging Stock Markets","authors":"J. Olbryś","doi":"10.12775/DEM.2018.004","DOIUrl":null,"url":null,"abstract":"K e y w o r d s: CEE; commonality in liquidity; GARCH; HAC; non-trading problem. J E L Classification: C32; C58; G15; O57.","PeriodicalId":31914,"journal":{"name":"Dynamic Econometric Models","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2018-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dynamic Econometric Models","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12775/DEM.2018.004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6
Abstract
K e y w o r d s: CEE; commonality in liquidity; GARCH; HAC; non-trading problem. J E L Classification: C32; C58; G15; O57.
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