Efficiently ARMA–GARCH estimated trading volume characteristics in thinly traded markets

Author: Solibakke P. B.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.11, Iss.5, 2001-10, pp. : 539-556

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract