A Markov model of heteroskedasticity, risk, and learning in the stock market
| Year of publication: |
1989
|
|---|---|
| Authors: | Turner, Christopher M. ; Startz, Richard ; Nelson, Charles R. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 25.1989, 1, p. 3-22
|
| Publisher: |
Elsevier |