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Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects

Christopher G. Lamoureux, William D. Lastrapes
DOI: 10.2307/2328817
The Journal of Finance

Data up to Jan 2025

Published1990
Citations252
References0
Fields
EconomicsMathematicsPhilosophyEngineeringEconometricsFinancial economicsStatistics

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Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects (1990) – The Journal of Finance | Metascience Observatory Explorer