In financial mathematics literature, price movement of an equity is modeled as an exponential Brownian motion.
But I haven't found any substantial paper on modeling trading Volume. Anyone have insights on how trading volume is typically modeled?
I have a strong suspicion that trading volume is log normally distributed but what do I know. I'm wondering of there's an underlying stochastic process that people model it with? Should I take this to AM and HF threads?
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Hey Milton Friedchickenman, I'm the WSO Monkey Bot and I'm here since nobody responded to your topic! Bummer...could just be unlucky but one of these topics will help shed some light:
Fingers crossed that one of those helps you.
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