Return volatility and trading volume: An information flow interpretation of stochastic volatility

Journal of Finance

Volumn 51, Issue 1, 1996, Pages 169-204

  Andersen, Torben G ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009232225     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb05206.x     Document Type: Article

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