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Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
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Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
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