Title of article

Trading intensity, volatility, and arbitrage activity

Author/Authors

1137-1162، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

26

From page

1137

To page

1162

Keywords

Autoregressive conditional duration models , Threshold models , Arbitrage , Futures trading

Journal title

Journal of Banking and Finance

Serial Year

2004

Journal title

Journal of Banking and Finance

Record number

193608