The relationship between trading activity and stock market volatility : does the volume threshold matter?
Year of publication: |
2019
|
---|---|
Authors: | Koubaa, Yosra ; Slim, Skander |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 82.2019, p. 168-184
|
Subject: | Forecast evaluation | Threshold effect | Trading profit | Trading volume | Volatility | Volatilität | Handelsvolumen der Börse | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
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