Studies on the long range dependence in stock return volatility and trading volume
碩士 === 國立中山大學 === 應用數學系研究所 === 92 === Many empirical studies show that both equity volatility and its trading volume have long range dependence and can be modeled as fractional integrated processes. The objective of this study is to investigate relationship between volatility and volume.We adopt fou...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38479150308696763471 |