The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Wen-I Chuang; Hsiang-Hsi Liu; Rauli Susmel
| Year of publication: |
2012
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|---|---|
| Authors: | Chuang, Wen-i ; Liu, Hsiang-hsi ; Susmel, Rauli |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 23.2012, 1, p. 1-15
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Aktienmarkt | Stock market |
| 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/10009631295