Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data
Year of publication: |
2013
|
---|---|
Authors: | Gurgul, Piotr ; Syrek, Robert |
Published in: |
Managing Global Transitions. - Fakulteta za Management, ISSN 1581-6311. - Vol. 11.2013, 4 (Winter), p. 353-373
|
Publisher: |
Fakulteta za Management |
Subject: | realized volatility | trading volume | dynamic interrelations | copulas | fractional cointegration |
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