A Dynamic Structural Model for Stock Return Volatility and Trading Volume

Journal article

Peer reviewed

A Dynamic Structural Model for Stock Return Volatility and Trading Volume

William A Brock and Blake D LeBaron

The review of economics and statistics, Vol.78(1), pp.94-110

02/1996

DOI: https://doi.org/10.2307/2109850

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Title: A Dynamic Structural Model for Stock Return Volatility and Trading Volume
Creators: William A Brock
Blake D LeBaron
Publication Details: The review of economics and statistics, Vol.78(1), pp.94-110
Identifiers: 9924036586001921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article