Modelling Price Movement and Trading Volume in Conditional Volatility
Year of publication: |
2009
|
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Authors: | Ting, Sze Shih |
Other Persons: | Galagedera, Don U. A. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (28 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1460376 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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