Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
Year of publication: |
2006
|
---|---|
Authors: | McMillan, David G. ; Speight, Alan E. H. |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 2, p. 99-103
|
Subject: | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
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