@inbook{24071e0f39384f7090db6c2367a55c4a,
title = "Revisit of the volume versus GARCH effects: evidence from US stock markets",
author = "Penm, \{Jammie H C\} and Wing-Keung Wong",
year = "2005",
language = "English",
isbn = "0975096125",
volume = "1",
pages = "243--82",
editor = "\{RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm\}",
booktitle = "Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices",
publisher = "Evergreen Publishing",
edition = "1st",
}