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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189406
بازگشت