Bayesian modeling of financial returns: A relationship between volatility and trading volume-Reference-Cited by-同舟云学术

Bayesian modeling of financial returns: A relationship between volatility and trading volume

Published:2010-03 Issue:2 Volume:26 Page:172-193
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Abanto-Valle Carlos A.,Migon Helio S.,Lopes Hedibert F.

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference42 articles.

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3. The price variability-volume relationships in speculative markets;Tauchen;Econometrica,1983

4. A direct test of the mixture distribution hypothesis: measuring the daily flow of information;Richardson;The Journal of Financial and Quantitative Analysis,1994

5. Can speculative trading explain the trading volume relation;Foster;Journal of Business and Economic Statistics,1995

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