مرکز منطقه ای اطلاع رساني علوم و فناوري - Trading intensity, volatility, and arbitrage activity

Title of article :

Trading intensity, volatility, and arbitrage activity

Author/Authors :

1137-1162، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

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

Link To Document :