Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wing-Keung Wong, Jack H. W. Penm & Zhuo Qiao
| Year of publication: |
2006
|
|---|---|
| Authors: | Wong, Wing Keung ; Penm, Jack H. W. ; Qiao, Zhuo |
| Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 1.2006, 1, p. 47-66
|
| Subject: | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | USA | United States | Kapitaleinkommen | Capital income |
| 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/10003791143