Polish stock market and some foreign markets – dependence analysis by copulas
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References listed on IDEAS
- Tarun Chordia & Bhaskaran Swaminathan, 2000. "Trading Volume and Cross-Autocorrelations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(2), pages 913-935, April.
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More about this item
KeywordsCopulas; dependences; stock returns; trading volume;
StatisticsAccess and download statistics
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