Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks

Research output: Other contributionOther publicationResearch

Authors

  • Michelle Voges
  • Christian Leschinski
  • Philipp Sibbertsen

Research Organisations

View graph of relations

Details

Original languageEnglish
Place of PublicationHannover
Publication statusPublished - 28 Jun 2017

Publication series

NameHannover Economic Papers (HEP)
Volume599

Cite this

Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. / Voges, Michelle; Leschinski, Christian; Sibbertsen, Philipp.
Hannover. 2017. (Hannover Economic Papers (HEP); Vol. 599).

Research output: Other contributionOther publicationResearch

Voges, Michelle ; Leschinski, Christian ; Sibbertsen, Philipp. / Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. 2017. Hannover. (Hannover Economic Papers (HEP)).
Download
@misc{dc3a7824e7a34326a1a1b8954d9217ff,
title = "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks",
author = "Michelle Voges and Christian Leschinski and Philipp Sibbertsen",
year = "2017",
month = jun,
day = "28",
language = "English",
series = "Hannover Economic Papers (HEP)",
type = "Other",

}

Download

TY - GEN

T1 - Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks

AU - Voges, Michelle

AU - Leschinski, Christian

AU - Sibbertsen, Philipp

PY - 2017/6/28

Y1 - 2017/6/28

M3 - Other publication

T3 - Hannover Economic Papers (HEP)

CY - Hannover

ER -