On statistical properties of traded volume in financial markets

European Physical Journal B

Volumn 50, Issue 1-2, 2006, Pages 165-168

  De Souza, J ^a   Moyano, L G ^a   Duarte Queiros S M ^a  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; INFORMATION THEORY; PROBABILITY DENSITY FUNCTION; STATISTICAL METHODS;

DYNAMICAL MECHANISM; FINANCIAL MARKETS; KULLBACK-LEIBLER INFORMATION MEASURE; TRADED VOLUME;

MARKETING;

EID: 33645908217     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2006-00130-1     Document Type: Conference Paper

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