A bivariate generalized autoregressive conditional heteroscedasticity‐in‐mean study of the relationship between return variability and trading volume in international futures markets
| Year of publication: |
1998
|
|---|---|
| Authors: | Michael Jacobs Jr. ; Onochie, Joseph |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 18.1998, 4, p. 379-397
|
| Publisher: |
John Wiley & Sons, Ltd. |