Click here for immediate access to the latest key research articles

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: 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)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'A multiplicative model for volume and volatility'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.