Dynamic relationship among intraday realized volatility, volume and number of trades
Kerr Hatrick; Mike K. P. So; S. W. Chung; R. Deng
| Year of publication: |
2011
|
|---|---|
| Authors: | Hatrick, Kerr ; So, Mike Ka-pui ; Chung, Ray S. W. ; Deng, Ruiping |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 3, p. 291-317
|
| Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| 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://ebvufind01.dmz1.zbw.eu/10009303052