State Space Modeling of Price and Volume Dependence: Evidence from Currency Futures
| Year of publication: |
1993
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|---|---|
| Authors: | McCarthy, Joseph ; Najand, Mohammad |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 4, p. 335-344
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