Skip to main navigation
Skip to search
Skip to main content
Experts@Syracuse Home
Help & FAQ
Home
Profiles
Research units
Research output
Equipment
Grants
Activities
Press and Media
Prizes
Search by expertise, name or affiliation
Volume and volatility in a common-factor mixture of distributions model
Xiaojun He,
Raja Velu
Whitman School of Management
Research output
:
Contribution to journal
›
Article
›
peer-review
14
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Volume and volatility in a common-factor mixture of distributions model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Information Flow
100%
Volatility
100%
Mixture of Distributions
100%
Distribution Model
100%
Factor Mixture
100%
Trading Volume
66%
Volatility Persistence
33%
Dynamic Features
33%
Latent Information
33%
Hypothesis Model
33%
Size Patterns
33%
Stock Returns
33%
Return Volatility
33%
Stock Trading
33%
Multi-asset
33%
Mixture Distribution
33%
Volume-volatility
33%
Economics, Econometrics and Finance
Volatility
100%
Trading Volume
100%
Returns Volatility
50%
Capital Market Returns
50%
Computer Science
Factor Structure
100%