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Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki, (2000)
Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki, (1996)
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki, (1999)