Order flow, transaction clock, and normality of asset returns
Year of publication: |
2000
|
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Authors: | Ané, Thierry ; Geman, Hélyette |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 5, p. 2259-2284
|
Subject: | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | USA | United States | 1997 |
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