Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2006
|
|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 2, p. 99-103
|
| Subject: | Volatilität | Volatility | Großbritannien | United Kingdom | Index-Futures | Index futures | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Schätzung | Estimation |
| 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/10003302494