Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model
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| Format: | Book Chapter |
| Language: | English |
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| 005 | 20231010105923.2 | ||
| 041 | 0 | |a eng | |
| 044 | |a CZ | ||
| 245 | 1 | 0 | |a Trading intensity and intraday volatility on the Prague Stock Exchange: evidence from an autoregressive conditional duration model |c Filip Žikeš, Vít Bubák |
| 610 | 2 | 0 | |a trh kapitálový |
| 610 | 2 | 0 | |a volatilita |
| 610 | 2 | 0 | |a burzy |
| 610 | 2 | 0 | |a durácia |
| 610 | 2 | 0 | |a modely |
| 610 | 2 | 0 | |a ceny |
| 100 | 1 | |a Žikeš, Filip | |
| 700 | 1 | |a Bubák, Vít | |