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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Chicago Style (17th ed.) Citation
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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MLA (9th ed.) Citation
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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Warning: These citations may not always be 100% accurate.