1. 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 | ||||||||
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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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