Volume, volatility, and leverage: A dynamic analysis

George Tauchen (), Harold Zhang and Ming Liu

Journal of Econometrics, 1996, vol. 74, issue 1, 177-208

Date: 1996
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Working Paper: Volume, Volatility and Leverage: A Dynamic Analysis (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:74:y:1996:i:1:p:177-208

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