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Citation: M. Jacobs et J. Onochie, A BIVARIATE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-IN-MEAN STUDY OF THE RELATIONSHIP BETWEEN RETURN VARIABILITY AND TRADING VOLUME IN INTERNATIONAL FUTURES MARKETS, The journal of futures markets, 18(4), 1998, pp. 379-397

Authors: BARKOULAS J LABYS WC ONOCHIE J

Citation: J. Barkoulas et al., FRACTIONAL DYNAMICS IN INTERNATIONAL COMMODITY PRICES, The journal of futures markets, 17(2), 1997, pp. 161-189