Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long- Run Dependencies
Year of publication: |
1999
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Authors: | Bollerslev, Tim ; Jubinski, Dan |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 17.1999, 1, p. 9-21
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