The logarithmic ACD model: The microstructure of the German and Polish stock markets1
Saved in:
| Main Authors: | Henryk Gurgul, Robert Syrek |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AGH UNIVERSITY PRESS
2016-06-01
|
| Series: | Managerial Economics |
| Online Access: | https://www.exeley.com/exeley/journals/managerial_economics/17/1/pdf/10.7494_manage.2016.17.1.77.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange
by: Henryk Gurgul, et al.
Published: (2015-02-01) -
The structure of contemporaneous price-volume relationships in financial markets
by: Henryk Gurgul, et al.
Published: (2014-03-01) -
The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic
by: Henryk Gurgul, et al.
Published: (2022-07-01) -
MIDAS models in banking sector – systemic risk comparison
by: Henryk Gurgul, et al.
Published: (2018-03-01) -
Price duration versus trading volume in high-frequency data for selected DAX companies
by: Christoph Mitterer, et al.
Published: (2016-12-01)