Trading activity, realized volatility and jumps
Year of publication: |
2010
|
---|---|
Authors: | Giot, Pierre ; Laurent, Sébastien ; Petitjean, Mikael |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 1, p. 168-175
|
Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility |
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