A BIVARIATE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-IN-MEAN STUDY OF THE RELATIONSHIP BETWEEN RETURN VARIABILITY AND TRADING VOLUME IN INTERNATIONAL FUTURES MARKETS

Authors
JACOBS M ONOCHIE J
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
Citations number
42
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
18
Issue
4
Year of publication
1998
Pages
379 - 397
Database
ISI
SICI code
0270-7314(1998)18:4<379:ABGACH>2.0.ZU;2-J