THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS

被引：657

作者：

TAUCHEN, GE ^{[1
]}

PITTS, M ^{[1
]}

机构：

[1] SALOMON BROTHERS INC, NEW YORK, NY USA

来源：

ECONOMETRICA | 1983年 / 51卷 / 02期

关键词：

D O I：

10.2307/1912002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：485 / 505

页数：21

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