Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Frank Gerhard
| Year of publication: |
[2003] ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Gerhard, Frank (contributor) |
| Subject: | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Wertpapierhandel | Securities trading | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Theorie | Theory | Schätzung | Estimation | Zinsderivat | Interest rate derivative | Deutschland | Germany | Ökonometrisches Modell | Econometric model | Preisbildung | Mikrostrukturtheorie <Kapitalmarkttheorie> |
freely available
| Extent: | Online-Ressource, 197 p., text |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Konstanz, Univ., Diss, 2001 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001763098