Volume, volatility, and leverage: A dynamic analysis (Q1126500)
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scientific article; zbMATH DE number 955412
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volume, volatility, and leverage: A dynamic analysis |
scientific article; zbMATH DE number 955412 |
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Volume, volatility, and leverage: A dynamic analysis (English)
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8 December 1996
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financial time series
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nonlinear processes
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dynamic impulse response analysis
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stock price volatility
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trading volume
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0.7791146039962769
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0.7554517984390259
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0.7218469381332397
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0.7171418070793152
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