Stock price dynamics and volatility : a high frequency data perspective

B.P.M. Frijns

Research output: ThesisDoctoral ThesisInternal

193 Downloads (Pure)
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Schotman, Peter, Supervisor
Award date9 Dec 2004
Place of PublicationMaastricht
Publisher
Print ISBNs90-9018825-8
Publication statusPublished - 1 Jan 2004

Cite this

Frijns, B. P. M. (2004). Stock price dynamics and volatility : a high frequency data perspective. Datawyse / Universitaire Pers Maastricht.