Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models
Version of Record online: 22 AUG 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 32, Issue 8, pages 724–742, December 2013
How to Cite
Groß-KlußMann, A. and Hautsch, N. (2013), Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models. J. Forecast., 32: 724–742. doi: 10.1002/for.2267
- Issue online: 21 NOV 2013
- Version of Record online: 22 AUG 2013
- Manuscript Accepted: 11 FEB 2013
- Manuscript Revised: 12 SEP 2012
- Manuscript Received: 12 JUL 2011
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