Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.
Volume (Year): 15 (2005)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/intfin
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- Brajesh Kumar & Priyanka Singh & Ajay Pandey, 2010. "The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market," Working Papers id:2379, eSocialSciences.
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