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Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model
Title Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model Author info Filip Žikeš, Vít Bubák Author Žikeš Filip Co-authors Bubák Vít Source document Finance a úvěr : Czech journal of economics and finance. Roč. 56, č. 5-6 (2006), s. 223-245. - Praha : UK Praha, Fakulta sociálních věd, 2006. ISSN 0015-1920 Document kind schedule of articles from periodics Language English Country of Edition Czech Republic systematics 336.76 - Burzovníctvo. Peňažný trh Keywords trh kapitálový * volatilita * burzy * durácia * modely * ceny Database ARTICLES References PERIODIKÁ-Súborný záznam periodika Numbers 2006: 1-6
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