Durations, volume and the prediction of financial returns in transaction time

CM (Christian) Hafner

Research output: Contribution to journal › Article › Academic › peer-review

10 Citations (Scopus)

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@article{bd371f016e6848e899d5836defd94606,

title = "Durations, volume and the prediction of financial returns in transaction time",

author = "Hafner, {CM (Christian)}",

year = "2005",

doi = "10.1080/14697680500040033",

language = "Undefined/Unknown",

volume = "5",

pages = "145--152",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor & Francis Ltd",

number = "2",

}