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Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model

  1. Title Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model
    Author infoFilip 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 kindschedule of articles from periodics
    LanguageEnglish
    Country of EditionCzech Republic
    systematics 336.76 - Burzovníctvo. Peňažný trh
    Keywords trh kapitálový * volatilita * burzy * durácia * modely * ceny
    DatabaseARTICLES
    ReferencesPERIODIKÁ-Súborný záznam periodika
    Numbers2006: 1-6

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