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Quantitative Finance
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Relative
Volume
as a Doubly Stochastic Binomial Point Process
McCulloch, James
-
Finance Discipline Group, Business School
-
2005
stochastic binomial point process. Re-scaling the intra-day traded volume to a
relative
volume
between 0 (no volume traded) and 1 …
Persistent link: https://www.econbiz.de/10004984540
Saved in:
2
Relative
volume
as a doubly stochastic binomial point process
McCulloch, James
- In:
Quantitative Finance
7
(
2007
)
1
,
pp. 55-62
point process. Re-scaling the intra-day traded volume to a
relative
volume
between 0 (no volume traded) and 1 (daily trading …
Persistent link: https://www.econbiz.de/10005495799
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