A bivariate generalized autoregressive conditonal heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets
Michael Jacobs, Jr. ; Joseph Onochie
| Year of publication: |
1998
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|---|---|
| Authors: | Jacobs, Michael <Jr.> |
| Other Persons: | Onochie, Joseph I. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 4, p. 379-397
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| Subject: | Futures | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | Großbritannien | United Kingdom | 1982-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001242641