Improving VWAP strategies: A dynamic volume approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Białkowski, Jędrzej ; Darolles, Serge ; Le Fol, Gaëlle |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 9, p. 1709-1722
|