Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:51, 5 March 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