VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL (Q2704144)

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VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL
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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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