The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221)
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scientific article; zbMATH DE number 5881852
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The impact of transaction duration, volume and direction on price dynamics and volatility |
scientific article; zbMATH DE number 5881852 |
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The impact of transaction duration, volume and direction on price dynamics and volatility (English)
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28 April 2011
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econometric theory
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applied econometrics
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econometrics of financial markets
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forecasting ability
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0.87014604
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0.8649377
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0.8543622
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0.84765613
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0.83010536
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0.82937443
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0.8280441
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