A dynamic structural model for stock return volatility and tradingg volume / William A. Brock, Blake D. LeBaron.
Material type: TextSeries: Working paper series (National Bureau of Economic Research) ; working paper no. 4988.Publication details: Cambridge, MA : National Bureau of Economic Research, c1994 [i.e.1995]Description: 46, [7] p. : ill. ; 22 cmSubject(s): Stocks -- Econometric models | Stochastic processes | Time-series analysisLOC classification: HB1 | .N38 no. 4988Item type | Current library | Collection | Call number | Status | Date due | Barcode |
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Book | University of Macedonia Library Βιβλιοστάσιο Β (Stack Room B) | Research Papers | HB1.N38 no. 4988 (Browse shelf (Opens below)) | Available | 0013013346 |
"January 1995."
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Includes bibliographical references (p. 35-37).
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