About: Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model

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About: Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Application of the ACD model on the data from the PSE, intensity of trading, intraday volatility. Application of the ACD model on the data from the PSE, intensity of trading, intraday volatility. (en) Aplikace modelu ACD na data z BCCP, intenzita obchodování a intradenní volatilita trhu modelována pomocí durací. (cs)
Title	Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model Intenzita obchodovaní a intradenní volatilita na PSE : aplikace modelu autoregresivní podmíněné durace (cs) Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model (en)
skos:prefLabel	Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model Intenzita obchodovaní a intradenní volatilita na PSE : aplikace modelu autoregresivní podmíněné durace (cs) Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model (en)
skos:notation	RIV/00216208:11230/06:00007685!RIV08-GA0-11230___
http://linked.open.../vavai/riv/strany	223;245
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GD402/03/H057)
http://linked.open...iv/cisloPeriodika	5/6
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Bubák, Vít Žikes, Filip
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	504125
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/06:00007685
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Trading; intensity; intraday; volatility; Prague; stock; exchange; Evidence; autoregressive; conditional; duration; model (en)
http://linked.open.../riv/klicoveSlovo	Trading intensity conditional model volatility intraday Evidence Prague duration exchange stock autoregressive
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[9EB8C61DDC1B]
http://linked.open...i/riv/nazevZdroje	Finance a úvěr = Czech Journal of Economics and Finance
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Nonlinear Dynamical Economic Systems: Theory and Applications
http://linked.open...UplatneniVysledku	2006
http://linked.open...v/svazekPeriodika	56
http://linked.open...iv/tvurceVysledku	Bubák, Vít Žikes, Filip
issn	0015-1920
number of pages	23 (xsd:int)
http://localhost/t...ganizacniJednotka	11230

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