Long Memory in Volatility and Trading Volume
Year of publication: |
2010
|
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Authors: | Fleming, Jeff |
Other Persons: | Kirby, Chris (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 6, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1699008 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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