Stock return volatility and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Atsuyuki Naka; Ece Oral
| Year of publication: |
2013
|
|---|---|
| Authors: | Naka, Atsuyuki ; Oral, Ece |
| Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 2442104-2. - Vol. 11.2013, 1, p. 47-52
|
| Subject: | Stock Return | Volatility | Trading Volume | Stable TGARCH | Volatilität | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share 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/10009726502