Publication detail

Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model

Author(s): PhDr. Vít Bubák, M.A., Ph.D.,
Type: Articles in journals with impact factor
Year: 2006
Number: 5
ISSN / ISBN:
Published in: Czech Journal of Economics and Finance (Finance a Uver), 5-6/2006
Publishing place:
Keywords: autoregressive conditional duration, instantaneous volatility, market microstructure
JEL codes: G14, G18
Suggested Citation:
Grants: IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development
Abstract:

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance