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dc.contributor.author GALLANT, A
dc.contributor.author ROSSI, P
dc.contributor.author TAUCHEN, G
dc.date.accessioned 2010-03-09T15:27:07Z
dc.date.issued 1993-07
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=A1993LP33800005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation ECONOMETRICA, 1993, 61 (4), pp. 871 - 907
dc.identifier.issn 0012-9682
dc.identifier.uri http://hdl.handle.net/10161/1875
dc.format.extent 871 - 907
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof ECONOMETRICA
dc.relation.isversionof 10.2307/2951766
dc.subject IMPULSE-RESPONSE
dc.subject NONLINEAR TIME SERIES
dc.subject NONPARAMETRIC
dc.subject FINANCIAL MARKET VOLATILITY
dc.subject TRADING VOLUME
dc.title NONLINEAR DYNAMIC STRUCTURES
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=A1993LP33800005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 4
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 61

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