Execution risk
By: Robert Engle, Robert Ferstenberg.
Contributors: Ferstenberg, Robert.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12165.; Working paper series (National Bureau of Economic Research) -- working paper no. 12165.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 24
Subjects: Stocks -- Econometric models
Notes: "April 2006."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).