Stock return volatility and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Atsuyuki Naka; Ece Oral
| Year of publication: |
2013
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|---|---|
| Authors: | Naka, Atsuyuki ; Oral, Ece |
| Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 24421042. - Vol. 11.2013, 1, p. 47-52
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010117462