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index options, one needs to incorporate an infinite activity jump component in the underlying asset return process, and also …
Persistent link: https://www.econbiz.de/10005699646
In this paper, we attempt to study the time series dynamics of the stock trading volume, or equivalently stock turnover using recently available data for individual stocks traded on the Bombay Stock Exchange (BSE) and the National Stock Exchange (NSE). Stock turnover has been studied intensively...
Persistent link: https://www.econbiz.de/10005342341