References

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• 1992ARCH modeling in finance4,288 cited
• 1987Expected stock returns and volatility4,147 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
• 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
• 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
• 1989Stock Volatility and the Crash of '871,045 cited
• 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
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