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

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

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