Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Intraday Volume"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Arbitrage
1
Intraday Volume
1
Principal Component Analysis
1
VWAP Strategies
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Białkowski, Jedrzej
1
Darolles, Serge
1
Fol, Gaëlle Le
1
Institution
All
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Published in...
All
Documents de recherche
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving VWAP strategies: A dynamical volume approach
Białkowski, Jedrzej
;
Darolles, Serge
;
Fol, Gaëlle Le
-
Centre d'Études des Politiques Économiques (EPEE), …
-
2006
In this paper, we present a new methodology for modeling
intraday
volume
which allows for a reduction of the execution …
Persistent link: https://www.econbiz.de/10010641698
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
