Long Memory in Stock-Market Trading Volume
- 1 October 2000
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 18 (4) , 410
- https://doi.org/10.2307/1392223
Abstract
This article examines consistent estimation of the long-memory parameters of stock-market trading volume and volatility. The analysis is carried out in the freq...Keywords
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