Polish stock market and some foreign markets – dependence analysis by copulas
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References listed on IDEAS
- Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(01), pages 109-126, March.
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More about this item
KeywordsCopulas; dependences; stock returns; trading volume;
StatisticsAccess and download statistics
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