Relationship between trading volume and asymmetric volatility in the Korean stock market
Ki-Hong Choi; Zhu-Hua Jiang; Sang Hoon Kang; Seong-Min Moon
| Year of publication: |
2012
|
|---|---|
| Authors: | Choi, Ki-hong ; Jiang, Zhu-hua ; Kang, Sang Hoon ; Moon, Seong-min |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 3.2012, 5, p. 584-589
|
| Subject: | Asymmetry | Volatility | Trading Volume | Mixture of Distribution Hypothesis | Volatilität | Handelsvolumen der Börse | Trading volume | Südkorea | South Korea | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| 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/10009720531