Volume and Volatility in a Common-Factor Mixture of Distributions Model
| Year of publication: |
2014
|
|---|---|
| Authors: | He, Xiaojun ; Velu, Raja |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 49.2014, 01, p. 33-49
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |