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:
LEADER 00889nam a2200217 a 4500
001 509181
005 20171111225935.0
008 950131s1995 maua b 000 0 eng d
050 1 4 |a HB1  |b .N38 no. 4988 
100 1 4 |a Brock, William A. 
245 1 2 |a A dynamic structural model for stock return volatility and tradingg volume /  |c William A. Brock, Blake D. LeBaron. 
260 1 2 |a Cambridge, MA :  |b National Bureau of Economic Research,  |c c1994 [i.e.1995]. 
300 1 2 |a 46, [7] p. :  |b ill. ;  |c 22 cm. 
490 1 2 |a NBER working paper series ;  |v working paper no. 4988 
500 1 2 |a "January 1995." 
504 1 2 |a Includes bibliographical references (p. 35-37). 
650 1 2 |a Stocks  |x Econometric models. 
650 1 2 |a Stochastic processes 
700 1 2 |a LeBaron, Blake Dean, 
710 2 2 |a National Bureau of Economic Research 
952 |a GrThPMO  |b 59afec4c6c5ad17d7e5a203f  |c 952a  |d 9528  |e HB1.N38 no. 4988  |t 6  |x m  |z Books