The role of trading volume in volatility forecasting
Year of publication: |
2010
|
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Authors: | Le, Van ; Zurbruegg, Ralf |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 20.2010, 5, p. 533-555
|
Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | USA | United States | 2003-2008 |
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