Volume-volatility dynamics in an intertemporal asset pricing model. (Q2704144)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volume-volatility dynamics in an intertemporal asset pricing model. |
scientific article |
Statements
13 May 2001
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time-varying volatility
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volume and stock return autocorrelation
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Volume-volatility dynamics in an intertemporal asset pricing model. (English)
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