scientific article; zbMATH DE number 6453480

zbMATH Open1324.91077MaRDI QIDQ5260059FDOQ5260059

Zhen-Ming Fang, Hua Guo, Chunfeng Wang

Publication date: 29 June 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

instantaneous volatilityasymmetric ACD modelimpulsive trademicro-trade informationparametric bootstraps

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economics of information (91B44)

Cited In (2)

• Theoretical and empirical study of relationship between volume and price behavior on the view of transaction frequency
• The information content of high-frequency traders aggressive orders: recent evidence

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