A multiplicative model for volume and volatility

Authors: Rob Bauer ^a; Fred Nieuwland ^b

Affiliations:	^a ABP Pension Fund, Equity Investments, Heerlen, DJ, The Netherlands
	^b Limburg Institute of Financial Economics, University of Limburg, Maastricht, MD, The Netherlands

DOI: 10.1080/13504869500000008

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 2, Issue 3 September 1995 , pages 135 - 154

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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