TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Reference50 articles.
1. G. Bekaert, and G. Wu (1997 ) "Asymmetric Volatility and Risk in Equity Markets" , NBER Working Paper 6022.
2. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
3. Generalized autoregressive conditional heteroskedasticity
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