Intraday stock prices, volume, and duration : a nonparametric conditional density analysis
Year of publication: |
2005
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Authors: | Tay, Anthony S. A. ; Ting, Christopher |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 827-842
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | USA | United States | Statistische Verteilung | Statistical distribution |
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