Volume weighted volatility : empirical evidence for a new realised volatility measure
Chaiyuth Padungsaksawasdi, Robert T. Daigler
| Year of publication: |
2018
|
|---|---|
| Authors: | Padungsaksawasdi, Chaiyuth ; Daigler, Robert T. |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 9.2018, 1, p. 61-87
|
| Subject: | realised volatility | volume | volume weighted average price | VWAP | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Theorie | Theory |
| 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/10011955195