There's more to volatility than volume

Quantitative Finance

Volumn 6, Issue 5, 2006, Pages 371-384

  Gillemot, László ^a,b   Farmer, J Doyne ^a   Lillo, Fabrizio ^b,c  

^a SANTA FE INSTITUTE   (United States)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c UNIVERSITY OF PALERMO   (Italy)

Author keywords

Financial markets; Subordinated processes; Volatility; Volume

Indexed keywords

EID: 33749004796     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600835688     Document Type: Article

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