An Application of the SRA Copulas Approach to Price-Volume Research
The objective of this study was to apply the Sadegh, Ragno, and AghaKouchak (SRA) approach to the field of quantitative finance by analyzing, for the first time, the relationship between price and trading volume of the securities using four stock market indices: DJIA, FOOTSIE100, NIKKEI225, and IBEX...
| Những tác giả chính: | , , |
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| Định dạng: | info:eu-repo/semantics/article |
| Ngôn ngữ: | English |
| Được phát hành: |
MDPI
2020
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| Những chủ đề: | |
| Truy cập trực tuyến: | http://hdl.handle.net/10835/8720 |