A dynamic structural model for stock return volatility and tradingg volume /

Main Author: Brock, William A.
Corporate Author: National Bureau of Economic Research
Other Authors: LeBaron, Blake Dean,
Format: Book
Language:English
Published: Cambridge, MA : National Bureau of Economic Research, c1994 [i.e.1995].
Series:NBER working paper series ; working paper no. 4988
Subjects:
Item Description:"January 1995."
Physical Description:46, [7] p. : ill. ; 22 cm.
Bibliography:Includes bibliographical references (p. 35-37).