Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10690-010-9126-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2133728996 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5452361 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia / rank | |||
Normal rank | |||
Latest revision as of 17:19, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic relationship among intraday realized volatility, volume and number of trades |
scientific article |
Statements
Dynamic relationship among intraday realized volatility, volume and number of trades (English)
0 references
13 December 2011
0 references
high frequency data
0 references
impulse response function
0 references
realized volatility
0 references
trading volume
0 references
vector autoregressive model
0 references
