Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Xunyu Ye, Rui Yan and Handong Li
| Year of publication: |
2014
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|---|---|
| Authors: | Ye, Xunyu ; Yan, Rui ; Li, Handong |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 18.2014, 2, p. 125-144
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| Subject: | ARFIMA | long memory | principal component | volume series | VWAP | 7901 05-05-14; 7835/0206 | Handelsvolumen der Börse | Trading volume | China | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/snde-2013-0023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010347331