Cross-correlations between volume change and price change (Q3069234): Difference between revisions

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@@ Property / arXiv ID: 1011.2674 / rank @@
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@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
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+The Price Variability-Volume Relationship on Speculative Markets
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+Volume, volatility, and leverage: A dynamic analysis
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+Institutional Investors and Stock Market Volatility
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+A simple general approach to inference about the tail of a distribution
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+Generalized autoregressive conditional heteroscedasticity
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+Modeling and pricing long memory in stock market volatility
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