A DYNAMIC STRUCTURAL MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME
| Year of publication: |
1995
|
|---|---|
| Authors: | Brock, William A. ; LeBaron, Blake D. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1995, 4988
|