Modeling and forecasting trading volume index: GARCH versus TGARCH approach
Year of publication: |
2010
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Authors: | Geppert, John M. ; Ivanov, Stoyu I. ; Karels, Gordon V. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 50.2010, 2, p. 141-146
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