scientific article; zbMATH DE number 5669994

MaRDI QIDQ3402991zbMATH OpenFDO

Authors Xiangning Wang, Jia Zou

Publication date 12 February 2010

zbMATH Keywords

heteroscedasticityadditive modelfinancial time seriesvolatility

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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• A generalized bivariate mixture model for stock price volatility and trading volume

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