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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	47 - 66
Journal	International Economics and Finance Journal (IEFJ)
Volume	1
Issue number	1
Publication status	Published - 2006

Cite this

@article{752065b35d8348eeb443703d81ca920d,

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

author = "Wing-Keung Wong and Penm, \{Jack HW\} and Zhuo Qiao",

year = "2006",

language = "English",

volume = "1",

pages = "47 -- 66",

journal = "International Economics and Finance Journal (IEFJ)",

publisher = "Serials Publications",

number = "1",

}