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How do trade and financial integration affect the relationship between growth and volatility?

โœ Scribed by M. Ayhan Kose; Eswar S. Prasad; Marco E. Terrones

Book ID
116659396
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
223 KB
Volume
69
Category
Article
ISSN
0022-1996

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## Abstract The modified mixture model with Markov switching volatility specification is introduced to analyze the relationship between stock return volatility and trading volume. We propose to construct an algorithm based on Markov chain Monte Carlo simulation methods to estimate all the parameter