Time and dynamic volume–volatility relation

XE Xu, P Chen, C Wu - Journal of Banking & Finance, 2006 - Elsevier
This paper examines volume and volatility dynamics by accounting for market activity
measured by the time duration between two consecutive transactions. A time-consistent …
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C Wu, XE Xu, P Chen - Journal of banking and finance, 2006 - dialnet.unirioja.es

[引用][C] Time and dynamic volume-volatility relation

X Eleanor Xu, P Chen, C Wu - Journal of Banking & Finance, 2006 - econpapers.repec.org
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Time and dynamic volume–volatility relation

XE Xu, P Chen, C Wu - Journal of Banking and Finance, 2006 - infona.pl
This paper examines volume and volatility dynamics by accounting for market activity
measured by the time duration between two consecutive transactions. A time-consistent …

Time and Dynamic Volume-Volatility Relation

XE Xu, HP Chen, C Wu - Journal of Banking and Finance, 2006 - papers.ssrn.com
This paper examines volume and volatility dynamics by accounting for market activity
measured by the time duration between two consecutive transactions. A time-consistent …

Time and Dynamic Volume-Volatility Relation

C WU, A Xu, H Chen - Journal of Banking and Finance, 2006 - ink.library.smu.edu.sg
This paper examines volume and volatility dynamics by accounting for market activity
measured by the time duration between two consecutive transactions. A time-consistent …

[引用][C] Time and dynamic volume-volatility relation

X Eleanor Xu, P Chen, C Wu - Journal of Banking & Finance, 2006 - ideas.repec.org
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