Pages that link to "Item:Q3437394"

The following pages link to There's more to volatility than volume (Q3437394):

Displaying 16 items.

• No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
• Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
• The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) (← links)
• A tale of two volatilities (Q1037571) (← links)
• The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia (Q1757620) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
• How efficiency shapes market impact (Q2871427) (← links)
• High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
• The times change: multivariate subordination. Empirical facts (Q2893067) (← links)
• Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
• Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
• The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
• Spiking the Volatility Punch (Q4994679) (← links)
• Normally distributed high-frequency returns: a subordination approach (Q5001138) (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)