Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: Evidence from U.S. stock markets

Zhuo Qiao, Wing Keung Wong

Research output: Chapter in book/report/conference proceedingChapter

Original languageEnglish
Title of host publicationHandbook of quantitative finance and risk management
PublisherSpringer Verlag
Pages1173-1181
ISBN (Electronic)9780387771175
ISBN (Print)9780387771168
DOIs
Publication statusPublished - 2010

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