Title of article
Volatility and market structure
Author/Authors
Kenneth A. Kavajecz، نويسنده , , Elizabeth R. Odders-White، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
26
From page
359
To page
384
Keywords
Limit order book , Market microstructure , GARCH , Volatility
Journal title
Journal of Financial Markets
Serial Year
2001
Journal title
Journal of Financial Markets
Record number
189406
Link To Document