Bayesian modeling of financial returns: A relationship between volatility and trading volume

Business & Economics

• Bayesian Modeling 100%
• Financial Returns 66%
• Markov Switching 64%
• Trading Volume 60%
• Mixture Model 52%
• Monte Carlo Simulation 46%
• Stock Return Volatility 38%
• Petroleum 35%
• Markov Chain Monte Carlo 35%
• Simulation Methods 35%
• Bayesian Approach 33%

Mathematics

• Bayesian Modeling 80%
• Volatility 67%
• Stock Returns 44%
• Petroleum 41%
• Markov Chain Monte Carlo Simulation 41%
• Markov Switching 41%
• Relationships 35%
• Simulation Methods 34%
• Mixture Model 31%
• Monte Carlo method 30%
• Bayesian Approach 29%
• Specification 26%
• Series 18%
• Estimate 13%
• Model 9%

Engineering & Materials Science

• Markov chains 29%
• Crude oil 25%
• Specifications 19%