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ARCH effects, trading volume and the information flow interpretation: empirical evidence from the Chinese stock markets Journal article
Renzeng Wang, Jean J. Chen. ARCH effects, trading volume and the information flow interpretation: empirical evidence from the Chinese stock markets[J]. Journal of Chinese Economic and Business Studies, 2012, 10(2), 169-191.
Authors:  Renzeng Wang;  Jean J. Chen
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.4/1.9 | Submit date：2019/08/30
Arch Effects  Information Flow Interpretation  Volume Variants  Contrast Equity Group  
Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码:1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[Scopus]:0 | Submit date：2019/11/01
Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis