Volatility and market structure
Year of publication: |
2001
|
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Authors: | Kavajecz, Kenneth A. ; Odders-White, Elizabeth R. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 4.2001, 4, p. 359-384
|
Subject: | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States |
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