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Aktienanalyse 1 Autoregressive Conditional Duration (ACD) models 1 Börsenhandel 1 High frequency data 1 Liquidity 1 Liquidität 1 Market microstructure 1 Transaktionsanalyse 1 UHF-GARCH 1 VNET 1 Volatilität 1 Ökonometrie 1
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Ivanchuk, Nataliya 1
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Did you mean: subject:"viet" (4,063 results)
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Evaluating the Liquidity of Stocks using Transaction Data
Ivanchuk, Nataliya - 2004
In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows beyond the walls of the academia, as the security exchanges recognize the importance of the concept and plan to adopt unique measures of liquidity and publish them in the...
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