VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL

DOI10.1017/S1365100500017053zbMath1038.91542MaRDI QIDQ2704144

Chiente Hsu

Publication date: 13 May 2001

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

time-varying volatilityvolume and stock return autocorrelation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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