Trading activity, realized volatility and jumps
Pierre Giot; Sébastien Laurent; Mikael Petitjean
| 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 |
| 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/10003943976