TY  - JOUR
TI  - Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
AU  - Christopher G. Lamoureux
AU  - William D. Lastrapes
JO  - The Journal of Finance
PY  - 1990
VL  - 45
IS  - 1
DO  - 10.1111/j.1540-6261.1990.tb05088.x
UR  - https://doi.org/10.1111/j.1540-6261.1990.tb05088.x
ER  -