Title of article :
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching
Author/Authors :
Thomas Lux، نويسنده , , Taisei Kaizoji، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Forecasting , Long memory models , Volume , Volatility
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
