Vytlačiť
1. Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model
:ŽIKEŠ, Filip - BUBÁK, Vít. Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2006. ISSN 0015-1920, 2006, roč. 56, č. 5-6, s. 223-245.