Trading volume in financial markets: an introductory review
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Publication:508275
DOI10.1016/j.chaos.2015.12.024zbMath1415.91332OpenAlexW2264208150MaRDI QIDQ508275
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2015.12.024
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80) Actuarial science and mathematical finance (91G99)
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Cites Work
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- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
- Information gain within nonextensive thermostatistics
- Superstatistics
- A generalized bivariate mixture model for stock price volatility and trading volume
- Similarities and differences between physics and economics
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