A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets

Journal of Futures Markets

Volumn 18, Issue 4, 1998, Pages 379-397

  Jacobs Jr , Michael ^a   Onochie, Joseph ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032370246     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199806)18:4<379::AID-FUT2>3.0.CO;2-Z     Document Type: Article

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