Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets

Applied Financial Economics

Volumn 11, Issue 5, 2001, Pages 539-556

  Solibakke, P B ^a  

^a Molde College ^*  (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; TESTING METHOD; TRADE PERFORMANCE;

NORWAY;

EID: 0034813020     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100010029234     Document Type: Article

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