Volume versus GARCH effects reconsidered: An application to the Spanish Government Bond Futures Market

Applied Financial Economics

Volumn 9, Issue 5, 1999, Pages 469-475

  Montalvo, Jose G ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 8644228614     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031099332122     Document Type: Article

References (25)

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