Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
type: Item
instance of: scholarly article
title: Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
zbMATH Open document ID: 1201.91232
author: Taisei Kaizoji
author: Thomas C. H. Lux
publication date: 2009-05-18T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5554448
zbMATH Keywords: forecasting
zbMATH Keywords: long memory models
zbMATH Keywords: volume
zbMATH Keywords: volatility
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.jedc.2007.01.010
OpenAlex ID: W2000033999
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DOI: 10.1016/J.JEDC.2007.01.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5554448