Figure 3. Plots of the autocorrelation function and partial autocorrelation function for the residuals of the daily NSE 20 Share Index returns series


Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models

Edwin Moyo, Antony Gichuhi Waititu, Antony Ngunyi

Journal of Finance and Economics. 2018, 6(5), 193-200 doi:10.12691/jfe-6-5-5