Duration, volume and volatility impact of trades:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
European Central Bank
2002
|
| Schriftenreihe: | Working paper series / European Central Bank
125 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 46 S. |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1805068754483150848 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I.
INTRODUCTION
6
2.
ECONOMIC
THEORIES
9
3.
ECONOMETRIC
MODELS
11
4.
EMPIRICAL
ANALYSIS
1
7
5.
CONCLUSION
25
APPENDIXES
26
REFERENCES
27
TABLES
30
FIGURES
35
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
39 |
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| spelling | Manganelli, Simone Verfasser aut Duration, volume and volatility impact of trades by Simone Manganelli Frankfurt am Main European Central Bank 2002 46 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 125 European Central Bank Working paper series 125 (DE-604)BV012681744 125 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009987208&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
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| title | Duration, volume and volatility impact of trades |
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| title_full_unstemmed | Duration, volume and volatility impact of trades by Simone Manganelli |
| title_short | Duration, volume and volatility impact of trades |
| title_sort | duration volume and volatility impact of trades |
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