Time reversibility tests of volume-volatility dynamics for stock returns
type: Item
instance of: scholarly article
title: Time reversibility tests of volume-volatility dynamics for stock returns
zbMATH Open document ID: 1254.91586
DOI: 10.1016/S0165-1765(03)00146-0
author: Wai Mun Fong
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6120123
zbMATH Keywords: nonparametric test
zbMATH Keywords: time reversibility
zbMATH Keywords: ARCH and trading volume
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6120123