A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME (Q4521272)

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scientific article; zbMATH DE number 1545309
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    A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME
    scientific article; zbMATH DE number 1545309

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      A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME (English)
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      5 July 2001
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      stock market models
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      volatility clustering
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      complex systems
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