CITATION STYLE
Qiao, Z., & Wong, W.-K. (2010). Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets. In Handbook of Quantitative Finance and Risk Management (pp. 1173–1181). Springer US. https://doi.org/10.1007/978-0-387-77117-5_76
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