Work

Time reversibility tests of volume–volatility dynamics for stock returns

Year: 2003

Type: article

Source: Economics Letters

DOI: 10.1016/s0165-1765(03)00146-0

Author: Wai Mun Fong

Institution: National University of Singapore

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2086909453

FWCI: 2.202

Cites: 15

Cited by: 26

Related to: 10