High-frequency volatility and liquidity
Nikolaus Hautsch and Vahidin Jeleskovic
| Year of publication: |
2009
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Jeleskovic, Vahidin |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 379-397
|
| Subject: | multiplicative error models | Finanzmarkt | Financial market | Volatilität | Volatility | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Börsenkurs | Share price | Theorie | Theory | Australien | Australia |
| 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/10003746425