Asymmetric responses of international stock markets to trading volume
Year of publication: |
2006
|
---|---|
Authors: | Gerlach, Richard ; Chen, Cathy W.S. ; Lin, Doris S.Y. ; Huang, Ming-Hsiang |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 360.2006, 2, p. 422-444
|
Publisher: |
Elsevier |
Subject: | Asymmetry | Double threshold GARCH | MCMC methods | Model selection | Trading volume change |
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