Forecast of stock price fluctuation based on the perspective of volume information in stock and exchange market
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DOI: 10.1108/CFRI-08-2017-0184
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- Panpan Wang & Tsungwu Ho & Yishi Li, 2020. "The Price-Volume Relationship of the Shanghai Stock Index: Structural Change and the Threshold Effect of Volatility," Sustainability, MDPI, vol. 12(8), pages 1-17, April.
- Ma, Yong & Pan, Dongtao & Shrestha, Keshab & Xu, Weidong, 2020. "Pricing and hedging foreign equity options under Hawkes jump–diffusion processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
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Keywords
Exchange market volume; SMC algorithm; Stock price-volume relationship; SV-VOL model;All these keywords.
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