Title of article :
Duration, volume and volatility impact of trades
Author/Authors :
Simone Manganelli، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
23
From page :
377
To page :
399
Keywords :
GARCH , Empirical marketmicrostructure , Autoregressive conditional duration , Ultra high frequencydata
Journal title :
Journal of Financial Markets
Serial Year :
2005
Journal title :
Journal of Financial Markets
Record number :
189479
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189479
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