Do trading volumes explain the persistence of GARCH effects?
| Year of publication: |
2012
|
|---|---|
| Authors: | Carroll, Rachael ; Kearney, Colm |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 23 (1.1.), p. 1993-2009
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