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~isPartOf:"Journal of financial markets"
~person:"Andersen, Torben"
~subject:"Volatility"
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Volatility
Börsenkurs
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Electronic trading
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Elektronisches Handelssystem
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Flash crash
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Forecasting model
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High-frequency trading
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Market microstructure
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Andersen, Torben
Bondarenko, Oleg
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Journal of financial markets
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Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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2
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
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