Theoretical Economics Letters

Vol.9 No.7(2019), Paper ID 95423, 9 pages

DOI:10.4236/tel.2019.97150

 

Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility

 

Ki Hoon Hong

 

College of Business Administration, Hongik University, Seoul, South Korea

 

Copyright © 2019 Ki Hoon Hong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Hong, K. (2019) Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility. Theoretical Economics Letters, 9, 2362-2370. doi: 10.4236/tel.2019.97150.
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