A dynamic structural model for stock return volatility and trading volume:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1995
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: Working paper series
4988 |
| Subjects: | |
| Physical Description: | 46 S. graph. Darst. |
Staff View
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| id | DE-604.BV010136543 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:47:10Z |
| institution | BVB |
| language | English |
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| series2 | National Bureau of Economic Research <Cambridge, Mass.>: Working paper series |
| spelling | Brock, William A. 1941- Verfasser (DE-588)124120539 aut A dynamic structural model for stock return volatility and trading volume William A. Brock ; Blake D. LeBaron Cambridge, Mass. 1995 46 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: Working paper series 4988 Ökonometrisches Modell Stochastic processes Stocks Econometric models Time-series analysis Le Baron, Blake Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: Working paper series 4988 (DE-604)BV002801238 4988 |
| spellingShingle | Brock, William A. 1941- Le Baron, Blake A dynamic structural model for stock return volatility and trading volume National Bureau of Economic Research <Cambridge, Mass.>: Working paper series Ökonometrisches Modell Stochastic processes Stocks Econometric models Time-series analysis |
| title | A dynamic structural model for stock return volatility and trading volume |
| title_auth | A dynamic structural model for stock return volatility and trading volume |
| title_exact_search | A dynamic structural model for stock return volatility and trading volume |
| title_full | A dynamic structural model for stock return volatility and trading volume William A. Brock ; Blake D. LeBaron |
| title_fullStr | A dynamic structural model for stock return volatility and trading volume William A. Brock ; Blake D. LeBaron |
| title_full_unstemmed | A dynamic structural model for stock return volatility and trading volume William A. Brock ; Blake D. LeBaron |
| title_short | A dynamic structural model for stock return volatility and trading volume |
| title_sort | a dynamic structural model for stock return volatility and trading volume |
| topic | Ökonometrisches Modell Stochastic processes Stocks Econometric models Time-series analysis |
| topic_facet | Ökonometrisches Modell Stochastic processes Stocks Econometric models Time-series analysis |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT brockwilliama adynamicstructuralmodelforstockreturnvolatilityandtradingvolume AT lebaronblake adynamicstructuralmodelforstockreturnvolatilityandtradingvolume |