Show simple item record Tauchen, G Zhang, H Liu, M 2010-03-09T15:29:16Z 1996-09
dc.identifier.citation JOURNAL OF ECONOMETRICS, 1996, 74 (1), pp. 177 - 208
dc.identifier.issn 0304-4076
dc.format.extent 177 - 208
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF ECONOMETRICS
dc.relation.isversionof 10.1016/0304-4076(95)01755-0
dc.subject dynamic impulse response
dc.subject financial time series
dc.subject nonlinear processes
dc.title Volume, volatility, and leverage: A dynamic analysis
dc.type Journal Article
dc.department Economics
pubs.issue 1
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 74

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