Heteroskedasticity in Stock Return Data: Volume versus...

Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects

Christopher G. Lamoureux and William D. Lastrapes
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Volume:
45
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2328817
Date:
March, 1990
File:
PDF, 337 KB
english, 1990
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