Intraday jumps and trading volume: a nonlinear Tobit specification
Jawadi, Fredj, Louhichi, Waël, Idi Cheffou, Abdoulkarim, Randrianarivony, RivoVolume:
47
Language:
english
Journal:
Review of Quantitative Finance and Accounting
DOI:
10.1007/s11156-015-0534-0
Date:
November, 2016
File:
PDF, 699 KB
english, 2016