An examination of the complementary volume-volatility information theories

Author:

Chen Zhiyao,Daigler Robert T.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference52 articles.

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2. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Andersen;Journal of Finance,1996

3. Baek, E., & Brock, W. A. (1992). A general test for nonlinear Granger causality: Bivariate model (working paper). Iowa State University and University of Wisconsin, Madison.

4. Long memory processes and fractional integration in econometrics;Baillie;Journal of Econometrics,1996

5. Estimation and inference in nonlinear structural models;Berndt;Annals of Social Measurement,1974

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