Volatility clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Year of publication: |
2008
|
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Authors: | Booth, G. Geoffrey ; Gurun, Umit G. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 1, p. 131-144
|
Subject: | Volatilität | Volatility | Clusteranalyse | Cluster analysis | Geld-Brief-Spanne | Bid-ask spread | Wechselkurs | Exchange rate | Börsengeschichte | Stock market history | Wirtschaftsgeschichte | Economic history |
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