Revisit of the volume versus GARCH effects: evidence from US stock markets

Penm, Jammie H C; Wong, Wing-Keung

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Revisit of the volume versus GARCH effects: evidence from US stock markets

Date

2005

Authors

Penm, Jammie H C

Wong, Wing-Keung

Publisher

Evergreen Publishing

URI

http://hdl.handle.net/1885/85611

Collections

ANU Research Publications

Type

Book chapter

Book Title

Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices

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Cultural advice

Revisit of the volume versus GARCH effects: evidence from US stock markets

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