Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
Výsledky skúmania vzťahu medzi nelikviditou a realizovanou volatilitou akcií kótovaných na Varšavskej a Viedenskej burze cenných papierov.
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Chapitre de livre |
| Langue: | anglais |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
- Zachytenie transmisného mechanizmu volatility medzi akciovými trhmi
- Determinants of Futures Price Volatility: a Study of Agricultural Market
- FX Market Volatility Modelling: Can We Use Low-Frequency Data?
- What Factors Contribute to the Volatility of Food Prices? New Global Evidence
- Modeling volatility of DAX index using GARCH model
- <The> day-of-the-week effect on stock-market volatility and return: evidence from emerging markets