http://dx.doi.org/10.1007/978-0-387-77117-5_76">
 

Document Type

Book Chapter

Department/Unit

Department of Economics

Title

Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: Evidence from U.S. stock markets

Language

English

Publication Date

2010

Source Publication Title

Handbook of quantitative finance and risk management

Editors

Lee, Cheng-Few ; Lee, Alice C. ; Lee, John

Start Page

1173

End Page

1181

Publisher

Springer

ISBN (print)

9780387771168

ISBN (electronic)

9780387771175

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