Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume

• 1 January 1998
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 16  (1) , 101
• https://doi.org/10.2307/1392020

Abstract

Keywords

• DYNAMIC BIVARIATE
• TRADING VOLUME
• BEHAVIOR OF PRICES
• BIVARIATE MIXTURE MODELS

All Related Versions

• Version 1, RePEc (Unconfirmed version)