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The Relations between Volume Ratios and New Concepts of GL Constants

โœ Scribed by Y. Gordon; M. Junge; N.J. Nielsen


Book ID
110279730
Publisher
Springer
Year
1997
Tongue
English
Weight
231 KB
Volume
1
Category
Article
ISSN
1385-1292

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## Abstract In the empirical literature, it has been shown that there exists both linear and nonโ€linear biโ€directional causality between trading volumes and return volatility (measured by the square of daily return). We reโ€examine this claim by using realized volatility as an estimator of the unobs