Stock return volatility and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Year of publication: |
2013
|
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Authors: | Naka, Atsuyuki ; Oral, Ece |
Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 2442104-2. - Vol. 11.2013, 1, p. 47-52
|
Subject: | Stock Return | Volatility | Trading Volume | Stable TGARCH | Theorie | Theory | Volatilität | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price |
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