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The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process

The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal Unpaywall

The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process

SSRN Electronic JournalJan 1, 2005

The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process

SSRN Electronic JournalJan 1, 2005

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Publisher
Unpaywall
ISSN
1556-5068
DOI
10.2139/ssrn.741328
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic JournalUnpaywall

Published: Jan 1, 2005

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