The structure of contemporaneous price-volume relationships in financial markets
Year of publication: |
2013
|
---|---|
Authors: | Gurgul, Henryk ; Syrek, Robert |
Published in: |
Managerial Economics. - Wydział Zarządzania. - Vol. 14.2013, p. 39-60
|
Publisher: |
Wydział Zarządzania |
Subject: | stock returns | volatility | trading volume | long memory | copulas |
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