✦ LIBER ✦

The role of trading volume in volatility forecasting

✍ Scribed by Van Le; Ralf Zurbruegg

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

VOLATILITY FORECASTS, TRADING VOLUME, AN

✍ R. Glen Donaldson; Mark J. Kamstra 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB

The Role of Volatility in Forecasting

✍ Bernadette A. Minton; Catherine M. Schrand; Beverly R. Walther 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 118 KB

Discussion of “The Role of Volatility in

✍ Doron Nissim 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 96 KB

Long memory in volatility and trading vo

✍ Jeff Fleming; Chris Kirby 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 273 KB

Volatility Trading: What Is the Role of

✍ Zhou, Guofu; Zhu, Yingzi 📂 Article 📅 2012 🏛 School of Business Administration, University of W 🌐 English ⚖ 207 KB

Asymmetric volatility and trading volume

✍ Omid Sabbaghi 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 277 KB