Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/4034

Full metadata record

DC Field	Value	Language
dc.creator	Lux, Thomas	-
dc.creator	Kaizoji, Taisei	-
dc.date	2007	-
dc.date.accessioned	2013-10-16T06:36:54Z	-
dc.date.available	2013-10-16T06:36:54Z	-
dc.date.issued	2013-10-16	-
dc.identifier	Journal of economic dynamics & control 0165-1889 31 2007 6 1808-1843	-
dc.identifier	http://hdl.handle.net/10419/4034	-
dc.identifier	ppn:535320566	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/4034	-
dc.language	eng	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	ddc:330	-
dc.subject	Börsenkurs	-
dc.subject	Volatilität	-
dc.subject	Börsenumsatz	-
dc.subject	Prognoseverfahren	-
dc.subject	Zeitreihenanalyse	-
dc.subject	Schätzung	-
dc.subject	Aktienmarkt	-
dc.subject	Japan	-
dc.title	Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching	-
dc.type	doc-type:article	-
Appears in Collections:	EconStor

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