Measuring Tail Risks at High Frequency

dc.contributor.author	Weller, Brian M
dc.date.accessioned	2016-07-16T00:32:57Z
dc.date.accessioned	2017-10-27T10:17:48Z
dc.date.available	2017-10-27T10:17:48Z
dc.date.issued	2016-11-01
dc.identifier.uri	https://hdl.handle.net/10161/15675
dc.relation.replaces	http://hdl.handle.net/10161/12471
dc.relation.replaces	10161/12471
dc.subject	Tail Risks
dc.subject	High-Frequency Market Making
dc.subject	Bid-Ask Spreads
dc.title	Measuring Tail Risks at High Frequency
dc.type	Journal article
pubs.organisational-group	Duke
pubs.organisational-group	Economics
pubs.organisational-group	Trinity College of Arts & Sciences

Files

Now showing 1 - 1 of 1