Volume, volatility, and leverage: A dynamic analysis (Q1126500)
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scientific article; zbMATH DE number 955412
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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