Persistence volatility in daily stock returns : daily number of trades vs. GARCH effects
Bahram Dadgostar; Abol Jalilvand
| Year of publication: |
1999
|
|---|---|
| Authors: | Dadgostar, Bahram ; Jalilvand, Abolhassan |
| Published in: |
Journal of global business : JGB ; journal of the Association for Global Business. - Harrisonburg, Va., ISSN 1053-7287, ZDB-ID 1189381-3. - Vol. 10.1999, 18, p. 63-75
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of global business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001580731