Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
| Year of publication: |
1996
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|---|---|
| Authors: | Andersen, Torben G. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 51.1996, 1, p. 169-204
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