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Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码: 1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
Favorite  |  View/Download:2/0  |  Submit date:2019/11/01
Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis