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
DOI
10.1007/978-0-387-77117-5_76
Link to Publisher's Edition
http://dx.doi.org/10.1007/978-0-387-77117-5_76
ISBN (print)
9780387771168
ISBN (electronic)
9780387771175
APA Citation
Qiao, Z., & Wong, W. (2010). Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: Evidence from U.S. stock markets. Handbook of quantitative finance and risk management, 1173-1181. https://doi.org/10.1007/978-0-387-77117-5_76