Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/62292
Citations
Scopus Web of Science® Altmetric
?
?
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
Responsibility: 
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
Grant ID: http://purl.org/au-research/grants/arc/DP1096053
Appears in Collections:Business School publications

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.