Cargando…
Theoretical and empirical analysis of trading activity
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades N, the traded volume V, the asset price P, the squared volatility...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2018
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7319296/ https://www.ncbi.nlm.nih.gov/pubmed/32624621 http://dx.doi.org/10.1007/s10107-018-1341-x |