Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext
Helena Beltran; Alain Durré; Pierre Giot
| Year of publication: |
2009
|
|---|---|
| Authors: | Beltran Lopez, Helena ; Durré, Alain ; Giot, Pierre |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 20.2009, 1, p. 80-97
|
| Subject: | Euronext SA <Brüssel> | Börse | Bourse | Wertpapierhandel | Securities trading | Volatilität | Volatility | VAR-Modell | VAR model | Belgien | Belgium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003878348