Heteroscedasticity in stock market prices revisited
Subtitle: unexpected volume versus GARCH effects
By: M.F. Omran and E. McKenzie.
Contributors: McKenzie, E.
Series: Discussion papers / University of Stirling, Department of Accountancy & Finance -- n.95/08
Publisher: University of Stirling, Dept. of Accountancy & Finance
Published: 1995
Place of publication: Stirling
Language: eng
Number of pages: 40