Intraday stock prices, volume, and duration : a nonparametric conditional density analysis
Anthony S. Tay; Christopher Ting
| Year of publication: |
2005
|
|---|---|
| Authors: | Tay, Anthony S. A. ; Ting, Christopher |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 827-842
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | USA | United States | Statistische Verteilung | Statistical distribution |
| 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://www.econbiz.de/10003233764