Modeling and forecasting trading volume index: GARCH versus TGARCH approach

  • Md. Sabiruzzaman, Md. Monimul Huq, Rabiul Alam Beg, Sajid Anwar
  • The Quarterly Review of Economics and Finance, May 2010, Elsevier
  • DOI: 10.1016/j.qref.2009.11.006

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http://dx.doi.org/10.1016/j.qref.2009.11.006