VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL (Q2704144): Difference between revisions
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Latest revision as of 09:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL |
scientific article |
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VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL (English)
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13 May 2001
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time-varying volatility
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volume and stock return autocorrelation
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