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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Subject Markov chain Monte Carlo
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Issue Date
Title
Author(s)
18-Mar-2003
Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data
Hasbrouck, Joel
5-Oct-1998
Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation
Hasbrouck, Joel
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