Heteroscedasticity in stock market indicator return data: volume versus GARCH effects

Author： Sharma Jandhyala L.   Mougoue Mbodja   Kamath Ravindra  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.6, Iss.4, 1996-08, pp. : 337-342

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