State space modeling of price and volume dependence: Evidence from currency futures
| Year of publication: |
1993
|
|---|---|
| Authors: | McCarthy, Joseph ; Najand, Mohammad |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 13.1993, 4, p. 335-344
|
| Publisher: |
John Wiley & Sons, Ltd. |