Volume, volatility, and leverage: A dynamic analysis
| Year of publication: |
1996
|
|---|---|
| Authors: | Tauchen, George ; Zhang, Harold ; Liu, Ming |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 74.1996, 1, p. 177
|