A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504)
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scientific article; zbMATH DE number 1654544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized bivariate mixture model for stock price volatility and trading volume |
scientific article; zbMATH DE number 1654544 |
Statements
A generalized bivariate mixture model for stock price volatility and trading volume (English)
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10 October 2001
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volatility persistence
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long-run volatility components
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latent dynamic variables
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leverage effect
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simulated maximum likelihood
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short volatility components
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