Pages that link to "Item:Q3169221"
From MaRDI portal
The following pages link to The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221):
Displaying 6 items.
- Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375) (← links)
- Intraday value-at-risk: an asymmetric autoregressive conditional duration approach (Q888338) (← links)
- Investor structure and the price-volume relationship in a continuous double auction market: an agent-based modeling perspective (Q1620242) (← links)
- Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market (Q1794298) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)