Long memory and tail dependence in trading volume and volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | Rossi, Eduardo ; Santucci de Magistris, Paolo |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 22.2013, p. 94-112
|