%0 Journal Article %1 Tauchen1996 %A Tauchen, George %A Zhang, Harold %A Liu, Ming %D 1996 %J Journal of Econometrics %K Nonlinear processes %N 1 %P 177--208 %T Volume, volatility, and leverage: A dynamic analysis %U http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-8/2/34faeea048ad10a5dad465b6b5a952d5 %V 74

@article{Tauchen1996, added-at = {2008-04-21T22:02:42.000+0200}, author = {Tauchen, George and Zhang, Harold and Liu, Ming}, biburl = {https://www.bibsonomy.org/bibtex/251762dd8cbc2f3725004917ea17c7cc1/smicha}, description = {Journal of Econometrics}, interhash = {bdbe3606370f1617e4f3cf2eb9d83a19}, intrahash = {51762dd8cbc2f3725004917ea17c7cc1}, journal = {Journal of Econometrics}, keywords = {Nonlinear processes}, month = Sep, number = 1, pages = {177--208}, timestamp = {2008-04-21T22:05:52.000+0200}, title = {Volume, volatility, and leverage: A dynamic analysis}, url = {http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-8/2/34faeea048ad10a5dad465b6b5a952d5}, volume = 74, year = 1996 }