Firm’s Volatility Risk Under Microstructure Noise (Q4561900)
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scientific article; zbMATH DE number 6993355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Firm’s Volatility Risk Under Microstructure Noise |
scientific article; zbMATH DE number 6993355 |
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Firm’s Volatility Risk Under Microstructure Noise (English)
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13 December 2018
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default probability
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credit spread
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microstructure effect
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equity price
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trading noise
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