Author: Barany E. Varela M. P. Beccar Florescu I. Sengupta I.
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.4, 2012-04, pp. : 623-634
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Analysing long memory and asymmetries
By Vir Matti
The European Journal of Finance, Vol. 6, Iss. 2, 2000-06 ,pp. :
Estimation of quarticity with high-frequency data
By Mancino Maria Elvira Sanfelici Simona
Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. :
Uncovering long memory in high frequency UK futures
By Cotter John
The European Journal of Finance, Vol. 11, Iss. 4, 2005-08 ,pp. :
Optimal high-frequency trading with limit and market orders
Quantitative Finance, Vol. 13, Iss. 1, 2013-01 ,pp. :