Pages that link to "Item:Q2704144"
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The following pages link to Volume-volatility dynamics in an intertemporal asset pricing model. (Q2704144):
Displaying 12 items.
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- Minimal returns and the breakdown of the price-volume relation (Q1351765) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Return dynamics when persistence is unobservable (Q2770982) (← links)
- Discovering stock dynamics through multidimensional volatility phases (Q2893204) (← links)
- Volatility in equilibrium: asymmetries and dynamic dependencies (Q2919956) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- (Q3516631) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- Modeling market impact and timing risk in volume time (Q5420710) (← links)
- Volatility and stock prices: Implications from a production model of asset pricing (Q5940744) (← links)