Intraday Stock Prices, Volume,a Nd Duariona: A Nonparametric Conditional Density Analysis

Author

Anthony TAY, Singapore Management UniversityFollow
Hian Ann, Christopher TING, Singapore Management UniversityFollow

Publication Type

Book Chapter

Publication Date

2008

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

High Frequency Financial Econometrics : Recent Developments

ISBN

9783790819915

Identifier

10.1007/978-3-7908-1992-2_11

Publisher

Springer Verlag

City or Country

New York

Citation

TAY, Anthony and TING, Hian Ann, Christopher. Intraday Stock Prices, Volume,a Nd Duariona: A Nonparametric Conditional Density Analysis. (2008). High Frequency Financial Econometrics : Recent Developments.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/979

Additional URL

https://doi.org/10.1007/978-3-7908-1992-2_11