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Type: Journal article
Title: The role of trading volume in volatility forecasting
Author: Le, T.
Zurbrugg, R.
Citation: Journal of International Financial Markets, Institutions & Money, 2010; 20(5):533-555
Publisher: Elsevier BV, North-Holland
Issue Date: 2010
ISSN: 1042-4431
Statement of
Van Le, Ralf Zurbruegg
Keywords: Volume; Volatility; Forecasting; GARCH models
Rights: Crown copyright © 2010 Published by Elsevier B.V.
RMID: 0020102097
DOI: 10.1016/j.intfin.2010.07.003
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Appears in Collections:Business School publications

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