Price duration versus trading volume in high-frequency data for selected DAX companies
Year of publication: |
2016
|
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Authors: | Gurgul, Henryk ; Syrek, Robert ; Mitterer, Christoph |
Published in: |
Managerial economics. - Kraków : AGH University of Science and Technology Press, ISSN 2353-3617, ZDB-ID 2786996-9. - Vol. 17.2016, 2, p. 241-260
|
Subject: | Frankfurt Stock Exchange | intraday data | duration models | copulas | Börsenkurs | Share price | Deutschland | Germany | Statistische Bestandsanalyse | Duration analysis | Handelsvolumen der Börse | Trading volume | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Schätzung | Estimation | Börse | Bourse | Aktienmarkt | Stock market | Dauer | Duration | Kapitaleinkommen | Capital income |
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