Vytlačiť
1. Trading intensity and intraday volatility on the Prague Stock Exchange: Evidence from an autoregressive conditional duration model
Trading intensity and intraday volatility on the Prague Stock Exchange: Evidence from an autoregressive conditional duration model
Žikeš Filip
Bubák Vít
Finance a úvěr. Roč. 56, č. 5-6 (2006), s. 223-245. - Praha : Univerzita Karlova, 2006
xcla - ČLÁNKY
PERIODIKÁ-Súborný záznam periodika
2006: 1-12