✦ LIBER ✦

A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME

✍ Scribed by IORI, GIULIA

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Bayesian analysis of stock return vola

✍ Mahieu, Ronald; Bauer, Rob 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 435 KB

Empirical study on relationship between

✍ Wen Fenghua; Yang Xiaoguang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 177 KB

Intraday trading volume and return volat

✍ Ali F Darrat; Shafiqur Rahman; Maosen Zhong 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 179 KB

An empirical investigation of trading vo

✍ Bwo-Nung Huang; Chin-Wei Yang 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 188 KB

Forecasting volatility via stock return,

✍ Asai, Manabu; Brugal, Ivan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 618 KB

The bivariate GARCH approach to investig

✍ Chuang, Wen-I; Liu, Hsiang-Hsi; Susmel, Rauli 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 243 KB