Estimation of market resiliency from high-frequency micex shares trading data
Nikolay Andreev
| Year of publication: |
2012
|
|---|---|
| Authors: | Andreev, Nikolay |
| Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 15-24
|
| Subject: | Moskovskaja Mežbankovskaja Valjutnaja Birža | Marktliquidität | Market liquidity | Schock | Shock | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Russland | Russia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009514460