A TARCH examination of the return volatility–volume relationship in electricity futures.

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Bibliographic Details
Title: A TARCH examination of the return volatility–volume relationship in electricity futures.
Authors: Hadsell, Lester1 (AUTHOR) hadsell@albany.edu
Source: Applied Financial Economics. Aug2006, Vol. 16 Issue 12, p893-901. 9p. 5 Charts.
Database: Business Source Ultimate
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ISSN:09603107
DOI:10.1080/09603100500426663