An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern (Q4555135)
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scientific article; zbMATH DE number 6981253
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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