The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
| Year of publication: |
2012
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|---|---|
| Authors: | Chuang, Wen-I ; Liu, Hsiang-Hsi ; Susmel, Rauli |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 23.2012, 1, p. 1-16
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