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

Jammie H C Penm, Wing-Keung Wong

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Original languageEnglish
    Title of host publicationCollaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices
    EditorsRD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm
    Place of PublicationAustralia
    PublisherEvergreen Publishing
    Pages243-82
    Volume1
    Edition1st
    ISBN (Print)0975096125
    Publication statusPublished - 2005

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