The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of transaction duration, volume and direction on price dynamics and volatility |
scientific article |
Statements
The impact of transaction duration, volume and direction on price dynamics and volatility (English)
0 references
28 April 2011
0 references
econometric theory
0 references
applied econometrics
0 references
econometrics of financial markets
0 references
forecasting ability
0 references
0 references
0 references
