Open AccessThe Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas
Author(s) -
Henryk Gurgul,
Roland Mestel,
Robert Syrek
Publication year - 2013
Publication title -
ekonomia menedżerska/managerial economics
Language(s) - English
Resource type - Journals
eISSN - 2353-3609
pISSN - 1898-1143
DOI - 10.7494/manage.2013.13.1.21
Subject(s) - econometrics , copula (linguistics) , stock (firearms) , volatility (finance) , economics , nonparametric statistics , realized variance , dependence analysis , nonlinear system , financial economics , computer science , mechanical engineering , physics , quantum mechanics , parallel computing , engineering