Information Flow Dependence in Return and Trading Volume Across Different Stocks
Author:
Publisher
Elsevier BV
Reference21 articles.
1. Return volatility and trading volume: An information flow interpretation of stochastic volatility;T G Andersen;The Journal of Finance,1996
2. The distribution of realized stock return volatility;T G Andersen;Journal of Financial Economics,2001
3. Multivariate subordination, self-decomposability and stability;O E Barndorff-Nielsen;Advances in Applied Probability,2001
4. Weak subordination of multivariate L�vy processes and variance generalised gamma convolutions;B Buchmann;Bernoulli,2019
5. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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