High-frequency volatility and liquidity

Applied Quantitative Finance: Second Edition

Volumn , Issue , 2008, Pages 379-397

  Hautsch, Nikolaus ^a   Jeleskovic, Vahidin ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b DEUTSCHE BANK AG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84892269854     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-69179-2_19     Document Type: Chapter

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