Modelling intervalling effect of high frequency trading on portfolio volatility

Ki Hoon Hong

Year of publication:	2020
Authors:	Hong, KiHoon
Published in:	Inventi impact: supply chain & logistics. - Bhopal : Inventi Journals, ISSN 2249-0981, ZDB-ID 2821950-8. - 2020, 1, p. 56-64
Subject:	Volatility \| Fast Trading \| Momentum Trading \| Time Series Momentum \| Intervalling Effect \| Volatilität \| Portfolio-Management \| Portfolio selection \| Börsenkurs \| Share price \| Zeitreihenanalyse \| Time series analysis \| Elektronisches Handelssystem \| Electronic trading \| Momentenmethode \| Method of moments \| Theorie \| Theory \| Wertpapierhandel \| Securities trading \| Anlageverhalten \| Behavioural finance

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