Stochastic volatility, liquidity and intraday information flow

Author: Li Jinliang   Wu Chunchi  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.18, Iss.16, 2011-11, pp. : 1511-1515

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract