- Roll (1984)
shows that
volatility is
affected by
market microstructure.
Glosten and
Milgrom (1985)
shows that at
least one
source of
volatility can be...
- _{t-1}^{2}+~\phi ~\epsilon _{t-1}}
Similar to QGARCH, the
Glosten-Jagannathan-Runkle
GARCH (GJR-GARCH)
model by
Glosten,
Jagannathan and
Runkle (1993) also
models asymmetry...
-
March 14, 2014.
Retrieved March 21, 2014.
Sessler DI,
Moayeri A, Støen R,
Glosten B,
Hynson J,
McGuire J (1990). "Thermoregulatory
vasoconstriction decreases...
-
Research and the ****istance of the
commercial naval architecture firm The
Glosten ****ociates. FLIP was
originally built to
support research into the fine-scale...
- {{cite book}}: CS1 maint:
multiple names:
authors list (link) Fox, M.B. and
Glosten, L. and Rauterberg, G. (2019). The New
Stock Market: Law, Economics, and...
- a cost of US$630M. TOTE
Services is
working with its
design partners –
Glosten, Inc.,
Philly Shipyard, and
Philly Shipyard’s subcontractors, including...
- 00024.2002. PMID 12594072. S2CID 7791096.
Sessler DI,
Moayeri A, Støen R,
Glosten B,
Hynson J,
McGuire J (1990). "Thermoregulatory
vasoconstriction decreases...
- California's
Carbon Neutrality Initiative.
Scripps chose Seattle-based
architect Glosten as the ship's designer,
having work
experience from
numerous other SIO...
- questions,
asked at the end of
Milgrom and
Stokey (1982), were
addressed in
Glosten and
Milgrom (1985). In this
seminal paper, the
authors provided a dynamic...
- Paulling, Jr. 1986
Robert N.
Herbert 1987 John B.
Caldwell 1988
Lawrence R.
Glosten 1989
Clark Graham 1990
Lorenzo Spinelli 1991
Douglas Faulkner 1992 Justin...
