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We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10010294979
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10010295136
Persistent link: https://www.econbiz.de/10010529632
Persistent link: https://www.econbiz.de/10011807797
Persistent link: https://www.econbiz.de/10012489685
To meet the volume requirements of new markets like restaurants and supermarkets, trout growers in the Southern …,260,519 pounds of trout to a cooperative. That volume will require the cooperative to raise $329,500 for building, equipment, and …
Persistent link: https://www.econbiz.de/10010909586
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10005082828
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10005082914
of trading volume into a vector autoregressive (VAR) model to improve forecasts of the smile dynamics. The augmented VAR-volume … results suggest that the incorporation of trading volume leads to it outperforming other alternative forecast approaches, as …
Persistent link: https://www.econbiz.de/10011077788