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Nonlinear analysis of a financial system: exploring the nonlinear impact of the trading volume on the price volatility

Nonlinear analysis of a financial system: exploring the nonlinear impact of the trading volume on the price volatility
Nonlinear analysis of a financial system: exploring the nonlinear impact of the trading volume on the price volatility
1000-0577
1527-1541
Peng, Haiwei
2ce1d237-db4c-4c0a-b7b0-8083bdeb1334
Lu, Zudi
4aa7d988-ac2b-4150-a586-ca92b8adda95
Peng, Haiwei
2ce1d237-db4c-4c0a-b7b0-8083bdeb1334
Lu, Zudi
4aa7d988-ac2b-4150-a586-ca92b8adda95

Peng, Haiwei and Lu, Zudi (2009) Nonlinear analysis of a financial system: exploring the nonlinear impact of the trading volume on the price volatility. Journal of Systems Science and Mathematical Sciences, 29 (11), 1527-1541.

Record type: Article

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More information

Published date: 2009
Organisations: Mathematical Sciences

Identifiers

Local EPrints ID: 360481
URI: http://eprints.soton.ac.uk/id/eprint/360481
ISSN: 1000-0577
PURE UUID: f6e7d2be-335f-47f9-9c7e-6b3ff122506f
ORCID for Zudi Lu: ORCID iD orcid.org/0000-0003-0893-832X

Catalogue record

Date deposited: 10 Dec 2013 16:16
Last modified: 11 Dec 2021 04:46

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Contributors

Author: Haiwei Peng
Author: Zudi Lu ORCID iD

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