Do trading volumes explain the persistence of GARCH effects?

Rachael Carroll, Colm Kearney
  • Applied Financial Economics, June 2012, Taylor & Francis
  • DOI: 10.1080/09603107.2012.692871

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http://dx.doi.org/10.1080/09603107.2012.692871

The following have contributed to this page: Professor Colm Kearney