A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidence for the information flow paradigm
Fethi Belhaj, Ezzeddine Abaoub
| Year of publication: |
2015
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|---|---|
| Authors: | Belhaj, Fethi ; Abaoub, Ezzeddine |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 5.2015, 2, p. 354-364
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| Subject: | Trading Volume | Conditional Volatility | Mixture of Distribution Hypothesis | Sequential Information Arrival Hypothesis | Generalized Autoregressive Conditional Heteroskedasticity | Volatility Persistence | Information flow | Volatilität | Volatility | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Informationsverbreitung | Information dissemination | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Tunesien | Tunisia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453520