Žikeš, F., & Bubák, V. Trading intensity and intraday volatility on the Prague Stock Exchange: Evidence from an autoregressive conditional duration model.
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Citação norma Chicago
Žikeš, Filip, and Vít Bubák. Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model.
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Citação norma MLA
Žikeš, Filip, and Vít Bubák. Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model.
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Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.