Tail relation between return and volume in the US stock...

Economics Letters 2016 / 08 Vol. 145

Tail relation between return and volume in the US stock market: An analysis based on extreme value theory

Longin, François, Pagliardi, Giovanni
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Volume:
145
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2016.06.026
Date:
August, 2016
File:
PDF, 212 KB
english, 2016
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