Volatility modeling and prediction: the role of price impact (Q5120732): Difference between revisions

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Latest revision as of 14:41, 23 July 2024

scientific article; zbMATH DE number 7247989
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English
Volatility modeling and prediction: the role of price impact
scientific article; zbMATH DE number 7247989

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    Volatility modeling and prediction: the role of price impact (English)
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    16 September 2020
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    market microstructure
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    Chinese stock market
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    panel vector autoregression
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    volatility modeling
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