The role of trading volume in volatility forecasting
| Year of publication: |
2010
|
|---|---|
| Authors: | Le, Van ; Zurbruegg, Ralf |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 20.2010, 5, p. 533-556
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