The role of trading volume in volatility forecasting
Van Le; Ralf Zurbruegg
| Year of publication: |
2010
|
|---|---|
| Authors: | Le, Van ; Zurbruegg, Ralf |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 20.2010, 5, p. 533-555
|
| Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | USA | United States | 2003-2008 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009247745