Threshold linkages between volatility and trading volume: evidence from developed and emerging markets

DOI10.1515/SNDE-2012-0040zbMath1506.62407OpenAlexW153383355MaRDI QIDQ5881696

Fredj Jawadi, Loredana Ureche-Rangau

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2012-0040

zbMATH Keywords

nonlinearityvolatilitystructural breakstrading volume

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

This page was built for publication: Threshold linkages between volatility and trading volume: evidence from developed and emerging markets