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- catalog contributor b10806239.
- catalog created "c1998.".
- catalog date "1998".
- catalog date "c1998.".
- catalog dateCopyrighted "c1998.".
- catalog description "1. Introduction -- 2. Efficient Stock Markets. 2.1. Equilibrium Models of Asset Pricing. 2.2. Econometric Tests of the Efficient Market Hypothesis -- 3. The Informational Role of Volume. 3.1. Standard Grossman-Stiglitz Model. 3.2. The No-Trad Result of the BEO Model. 3.3. A Model with Nontradable Asset -- 4. Volume and Volatility of Stock Returns. 4.1. Empirical and Numerical Results. 4.2. Summary -- 5. Nonlinear Analysis of Return and Volume. 5.1. A Preliminary Data Exploration. 5.2. Estimation of the Conditional Density. 5.3. Nonlinear Impulse Response Analysis -- 6. Testing the Structure Model. 6.1. The Structural Model. 6.2. Efficient Method of Moments. 6.3. Application of EMM. 6.4. Does the Stochastic Volatility Model Do Better? 6.5. Summary -- 7. Conclusions.".
- catalog description "Includes bibliographical references (p. [123]-130).".
- catalog extent "viii, 132 p. :".
- catalog hasFormat "Volume and the nonlinear dynamics of stock returns.".
- catalog identifier "3540636722 (Berlin : acid-free paper)".
- catalog isFormatOf "Volume and the nonlinear dynamics of stock returns.".
- catalog isPartOf "Lecture notes in economics and mathematical systems, 0075-8442 ; 457".
- catalog issued "1998".
- catalog issued "c1998.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Volume and the nonlinear dynamics of stock returns.".
- catalog subject "332.63/222 21".
- catalog subject "HG4636 .H78 1998".
- catalog subject "Rate of return.".
- catalog subject "Stocks Prices Mathematical models.".
- catalog tableOfContents "1. Introduction -- 2. Efficient Stock Markets. 2.1. Equilibrium Models of Asset Pricing. 2.2. Econometric Tests of the Efficient Market Hypothesis -- 3. The Informational Role of Volume. 3.1. Standard Grossman-Stiglitz Model. 3.2. The No-Trad Result of the BEO Model. 3.3. A Model with Nontradable Asset -- 4. Volume and Volatility of Stock Returns. 4.1. Empirical and Numerical Results. 4.2. Summary -- 5. Nonlinear Analysis of Return and Volume. 5.1. A Preliminary Data Exploration. 5.2. Estimation of the Conditional Density. 5.3. Nonlinear Impulse Response Analysis -- 6. Testing the Structure Model. 6.1. The Structural Model. 6.2. Efficient Method of Moments. 6.3. Application of EMM. 6.4. Does the Stochastic Volatility Model Do Better? 6.5. Summary -- 7. Conclusions.".
- catalog title "Volume and the nonlinear dynamics of stock returns / Chiente Hsu.".
- catalog type "text".