Testing of dependencies between stock returns and trading volume by high frequency data

URN:NBN:SI:doc-FONZX4VW2013Gurgul, PiotrSyrek, Robertdocuments/doc/F/URN_NBN_SI_doc-FONZX4VW_001.pdfdocuments/doc/F/URN_NBN_SI_doc-FONZX4VW_001.txt114articlestr. 353-373, 421-42215361891241581-63111854-6935URN:NBN:SI:doc-FONZX4VWengFaculty of managementManaging global transitionsInCcopulasdinamične medsebojne povezavedynamic interrelationsfractional cointegrationfrakcijska kointegracijakopuleobseg trgovanjarealized volatilityrealizirana nihajnosttrading volumeTesting of dependencies between stock returns and trading volume by high frequency data