A GARCH examination of the relationship between volume and price variability in futures markets
| Year of publication: |
1991
|
|---|---|
| Authors: | Majand, Mohammad ; Yung, Kenneth |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 11.1991, 5, p. 613-621
|
| Publisher: |
John Wiley & Sons, Ltd. |