Surprise volume and heteroskedasticity in equity market returns (Q5697322): Difference between revisions

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+W3124888226
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+Normal rank
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Exogeneity
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+Time reversibility tests of volume-volatility dynamics for stock returns
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+Multivariate Stochastic Variance Models
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+The Price Variability-Volume Relationship on Speculative Markets
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+Publication:5697322