ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY
| Year of publication: |
1989
|
|---|---|
| Authors: | PAGAN, A.R. ; SCHWERT, G.W. |
| Institutions: | William E. Simon Graduate School of Business Administration, University of Rochester |
| Subject: | prices | business cycles | homoskedasticity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005474685