Stock Market Volatility Dynamics : A Volume Filtered-GARCH Model
Year of publication: |
2016
|
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Authors: | Bonelli, Maxime |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (59 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2743170 [DOI] |
Classification: | C51 - Model Construction and Estimation ; c58 ; G1 - General Financial Markets ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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