Modelling price movement in trading volume-volatility relations
Pei Pei Tan; Don U. A. Galagedera; Sze Shi Ting
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Pei Pei Tan ; Galagedera, Don U. A. ; Sze Shi Ting |
| Published in: |
Malaysian journal of economic studies. - Kuala Lumpur : [Verlag nicht ermittelbar], ISSN 1511-4554, ZDB-ID 1148789-6. - Vol. 52.2015, 2, p. 135-156
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| Subject: | Conditional volatility | GARCH-type models | price movement | trading volume | volatility persistence | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation | Preis | Price |
| 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://ebvufind01.dmz1.zbw.eu/10011452838