Modelling slippage : an application to the bund futures contract
Emmanuel Acar and Edouard Petitdidier
| Year of publication: |
2007
|
|---|---|
| Authors: | Acar, Emmanuel ; Petitdidier, Edouard |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 173-186
|
| Subject: | Volatilität | Volatility | Modellierung | Scientific modelling | Handelsvolumen der Börse | Trading volume | Futures | Öffentliche Anleihe | Public bond | Deutschland | Germany | 1991-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003872895