Paul Laux
AuthID: R-002-QD0
11
TITLE: Estimating the bid-ask spread in a heteroskedastic market: The case of foreign currency futures
AUTHORS: Laux, PA; Senchack, AJ;
PUBLISHED: 1994, SOURCE: Review of Quantitative Finance and Accounting, VOLUME: 4, ISSUE: 3
AUTHORS: Laux, PA; Senchack, AJ;
PUBLISHED: 1994, SOURCE: Review of Quantitative Finance and Accounting, VOLUME: 4, ISSUE: 3
12
TITLE: The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks Full Text
AUTHORS: Laux, PA; Ng, LK;
PUBLISHED: 1993, SOURCE: Journal of International Money and Finance, VOLUME: 12, ISSUE: 5
AUTHORS: Laux, PA; Ng, LK;
PUBLISHED: 1993, SOURCE: Journal of International Money and Finance, VOLUME: 12, ISSUE: 5
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