Work

The role of trading volume in volatility forecasting

Year: 2010

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2010.07.003

Authors: Van Le, Ralf Zurbruegg

Institution: The University of Adelaide

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2002432012

FWCI: 2.229

Cites: 55

Cited by: 42

Related to: 10