Price–volume relations of DAX companies
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References listed on IDEAS
- Liesenfeld, Roman, 1998. "Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 101-109, January.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shmilovici Armin & Ben-Gal Irad, 2012. "Predicting Stock Returns Using a Variable Order Markov Tree Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-33, December.
- Henfryk Gurgul & lukasz Lach, 2009. "Linear versus nonlinear causalityfor dax companies," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 27-46.
More about this item
KeywordsDAX companies; Stock returns; Trading volume; Contemporaneous and dynamic relations; Tail dependencies; C32; G14;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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