Does the open limit order book matter in explaining informational volatility?
Roberto Pascual; David Veredas
| Year of publication: |
2010
|
|---|---|
| Authors: | Pascual, Roberto ; Veredas, David |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 1, p. 57-87
|
| Subject: | Volatilität | Volatility | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Derivat | Derivative | Spanien | Spain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003997330