Multi-Scale Representation of High Frequency Market Liquidity
Year of publication: |
2014
|
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Authors: | Golub, Anton |
Other Persons: | Chliamovitch, Gregor (contributor) ; Dupuis, Alexandre (contributor) ; Chopard, Bastien (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Marktliquidität | Market liquidity | Liquidität | Liquidity | Volatilität | Volatility |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2393428 [DOI] |
Classification: | C50 - Econometric Modeling. General ; G14 - Information and Market Efficiency; Event Studies ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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