Trading frequency and volatility clustering
Year of publication: |
2012
|
---|---|
Authors: | Xue, Yi ; Gençay, Ramazan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 3, p. 760-774
|
Saved in:
Saved in favorites
Similar items by person
-
The role of signal precision and transaction costs in stock, option and volatility trading
Gençay, Ramazan, (2009)
-
Economic links and credit spreads
Gençay, Ramazan, (2015)
-
Hierarchical information and the rate of information diffusion
Xue, Yi, (2012)
- More ...