A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME (Q4521272)
From MaRDI portal
scientific article; zbMATH DE number 1545309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME |
scientific article; zbMATH DE number 1545309 |
Statements
A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME (English)
0 references
5 July 2001
0 references
stock market models
0 references
volatility clustering
0 references
complex systems
0 references
