DOI10.1017/S1365100500017053zbMath1038.91542MaRDI QIDQ2704144
Chiente Hsu
Publication date: 13 May 2001 Published in: Macroeconomic Dynamics (Search for Journal in Brave)
zbMATH Keywords
time-varying volatility; volume and stock return autocorrelation
Mathematics Subject Classification ID
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
