Title of article :
Realized volatility and transactions
Author/Authors :
Choon Chat Chan، نويسنده , , Wai Mun Fong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
23
From page :
2063
To page :
2085
Keywords :
Number of trades , Absolute residuals , Average trade size and orderimbalance , Realized volatility
Journal title :
Journal of Banking and Finance
Serial Year :
2006
Journal title :
Journal of Banking and Finance
Record number :
193903
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193903
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