Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067)
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scientific article; zbMATH DE number 5554448
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| English | Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching |
scientific article; zbMATH DE number 5554448 |
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Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (English)
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18 May 2009
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forecasting
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long memory models
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volume
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volatility
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0.8055866956710815
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0.8055866956710815
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0.7993223071098328
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0.7883691191673279
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0.7793629169464111
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