1 题目:The stochastic dependence of security price changes and transaction volumes: Implications for the mixture-of-distributions hypothesis
作者:TW Epps and ML Epps
时间:1976
数据库:JSTOR
期刊:Economitrica
2 题目:The Relationship Between Volume and Price Variability in Futures Markets
作者:CORNELL, B
时间:1981
期刊:Journal of Futures Markets
感谢各位大虾!!!



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