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Object's details: Midquotes or transactional prices? Evaluation of black model on high-frequency data

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Structure
Studia Ekonomiczne - Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach.
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Description

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Additional information

  • Creation date: 2019-05-06
  • Last modification date: 2023-05-25
  • Content object's number of views: 46
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See also

Factors affecting stock return volatility in the banking sector in the euro zone
Creator:Niewińska, Katarzyna
Date:2020
Type:czasopismo
Contributor:Ziemba, Ewa. Chief Editor
Zastosowania metod matematycznych w ekonomii i zarządzaniu
Date:2013
Type:czasopismo
Contributor:Mika, Jerzy. Red.; Zeug-Żebro, Katarzyna. Red.
Do multi-factor models produce robust results? Econometric and diagnostic issues in equity risk premia study
Creator:Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz
Date:2016
Type:czasopismo
Contributor:Dziwok, Ewa. Red.; Sroczyńska-Baron, Anna. Red.; Sawicz, Katarzyna. Red.

Information on financing

The project is co-financed by the European Union from the European Regional Development Fund under the Regional Operational Program of the Silesian Voivodeship for the years 2014 - 2020 Silesian Digitarium. Digitization and access to the resources of cultural institutions of the Silesian Voivodeship.

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