Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange
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Publication:5198079
DOI10.1007/978-3-319-76228-9_7zbMath1425.91448OpenAlexW2800152063MaRDI QIDQ5198079
Publication date: 2 October 2019
Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-76228-9_7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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