An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern (Q4555135): Difference between revisions

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Latest revision as of 09:56, 17 July 2024

scientific article; zbMATH DE number 6981253
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English
An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern
scientific article; zbMATH DE number 6981253

    Statements

    An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern (English)
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    19 November 2018
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    asymmetric price-volume relationship
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    mixture copula
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    time-varying weight
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    jump process
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    Identifiers