Trade fragmentation and volatility-of-volatility networks
Year of publication: |
2024
|
---|---|
Authors: | Bastidon, Cécile ; Jawadi, Fredj |
Subject: | Financial networks | Market microstructure | MiFID | Non-linearity | RegNMS | Threshold models | Trades fragmentation | Volatility-of-volatility | Marktmikrostruktur | Theorie | Theory | Wertpapierhandel | Securities trading | Volatilität | Volatility | Unternehmensnetzwerk | Business network |
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