Journal of Futures Markets. 1998;18(4):379-397. doi: 10.1002/(sici)1096-9934(199806)18:4<379::aid-fut2>3.0.co;2-z Q22.32025

A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets

DOI: 10.1002/(sici)1096-9934(199806)18:4<379::aid-fut2>3.0.co;2-z

摘要

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