A dynamic structural model for stock return volatility and trading volume
By: William A. Brock, Blake D. LeBaron.
Contributors: LeBaron, Blake Dean, 1961-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4988; Working paper series (National Bureau of Economic Research) -- working paper no. 4988.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 46
Subjects: Stocks -- Econometric models.; Stochastic processes.; Time-series analysis.
Notes: "January 1995."

Includes bibliographical references (p. 35-37).

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