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A generalized bivariate mixture model for stock price volatility and trading volume

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  • Liesenfeld, Roman

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  • Liesenfeld, Roman, 2001. "A generalized bivariate mixture model for stock price volatility and trading volume," Journal of Econometrics, Elsevier, vol. 104(1), pages 141-178, August.
    • Handle: RePEc:eee:econom:v:104:y:2001:i:1:p:141-178
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