Does the open limit order book matter in explaining long run volatility?
| Year of publication: |
2010
|
|---|---|
| Authors: | Veredas, David ; Pascual, Roberto |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of financial econometrics (2010) v.8 n° 1,p.57-87 |
| Source: |
Persistent link: https://www.econbiz.de/10011011619