Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects.
| Autor: | Lamoureux, Christopher G.1, Lastrapes, William D.2 |
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| Zdroj: | Journal of Finance (Wiley-Blackwell). Mar1990, Vol. 45 Issue 1, p221-229. 9p. |
| Databáze: | Business Source Ultimate |
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