Time reversibility tests of volume - volatility dynamics for stock returns
Wai Mun Fong
| Year of publication: |
2003
|
|---|---|
| Authors: | Fong, Wai-mun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 81.2003, 1, p. 39-45
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Statistischer Test | Statistical test |
| 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/10001796388