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Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets

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dc.contributor.authorWong, Wing-Keung
dc.contributor.authorPenm, Jack HW
dc.contributor.authorQiao, Zhuo
dc.date.accessioned2015-12-07T22:19:53Z
dc.date.issued2006
dc.date.updated2015-12-07T08:42:54Z
dc.identifier.issn0973-5259
dc.identifier.urihttp://hdl.handle.net/1885/19560
dc.publisherSerials Publications
dc.sourceInternational Economics and Finance Journal (IEFJ)
dc.titleRevisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage66
local.bibliographicCitation.startpage47
local.contributor.affiliationWong, Wing-Keung, National University of Singapore
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.contributor.affiliationQiao, Zhuo, National University of Singapore
local.contributor.authoruidPenm, Jack HW, u7800853
local.description.notesImported from ARIES
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationu8902633xPUB8
local.identifier.citationvolume1
local.type.statusPublished Version

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