How does trading volume affect financial return distributions?
Hung Xuan Do; Robert Brooks; Sirimon Treepongkaruna; Eliza Wu
| Year of publication: |
2014
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|---|---|
| Authors: | Do, Hung Xuan ; Brooks, Robert ; Sirimon Treepongkaruna ; Wu, Eliza |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 190-206
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| Subject: | Intraday data | Higher moments | Information theory | Fractional integrated VAR | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility | VAR-Modell | VAR model | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010530243