Do trading volumes explain the persistence of GARCH effects?
Year of publication: |
2012
|
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Authors: | Carroll, Rachael ; Kearney, Colm |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 22/24, p. 1993-2008
|
Subject: | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Deutschland | Germany |
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