Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching |
scientific article; zbMATH DE number 5554448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching |
scientific article; zbMATH DE number 5554448 |
Statements
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (English)
0 references
18 May 2009
0 references
forecasting
0 references
long memory models
0 references
volume
0 references
volatility
0 references
0 references
0 references
0 references
