The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis.
Year of publication: |
1976
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Authors: | Epps, Thomas W ; Epps, Mary Lee |
Published in: |
Econometrica. - Econometric Society. - Vol. 44.1976, 2, p. 305-21
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Publisher: |
Econometric Society |
Saved in:
Online Resource
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