Journal of Applied Econometrics, Vol. 23, No. 1, Themes in Financial Econometrics (Jan. - Feb., 2008), pp. 111-133 (23 pages) In this paper, we propose a unified approach to generating ...
This study selects ten call warrants on electronics stocks and utilizes the bivariate GARCH model to investigate the influence of return and expected and unexpected trading volume on the call warrants ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback