Intraday jumps and trading volume : a nonlinear Tobit specification
Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, Rivo Randrianarivony
| Year of publication: |
November 2016
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| Authors: | Jawadi, Fredj ; Louhichi, Waël ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 4, p. 1167-1186
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| Subject: | Intraday data | Realized volatility | Jumps | Trading volume | Nonlinearity | Volatilität | Volatility | Handelsvolumen der Börse | Theorie | Theory | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0534-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596214