Modeling and forecasting trading volume index : GARCH versus TGARCH approach
Md. Sabiruzzaman; Md. Monimul Huq; Rabiul Alam Beg; Sajid Anwar
| Year of publication: |
2010
|
|---|---|
| Authors: | Sabiruzzaman, Md. ; Huq, Md. Monimul ; Beg, Rabiul Alam ; Anwar, Sajid |
| 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 1114217-0. - Vol. 50.2010, 2, p. 141-145
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Hongkong | Hong Kong | 1987-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | TGARCH = threshold GARCH |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008688981