Open AccessExtracting Information from Trading Volume
Author(s) -
Dominique Dupont
Publication year - 1997
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1997.20
Subject(s) - volume (thermodynamics) , variable (mathematics) , covariance , random variable , econometrics , database transaction , value (mathematics) , asset (computer security) , conditional variance , zero (linguistics) , computer science , economics , mathematics , financial economics , statistics , autoregressive conditional heteroskedasticity , physics , volatility (finance) , mathematical analysis , linguistics , philosophy , computer security , quantum mechanics , programming language