Alternative models for conditional stock volatility
| Year of publication: |
1990
|
|---|---|
| Authors: | Pagan, Adrian R. ; Schwert, G. William |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 45.1990, 1-2, p. 267-290
|
| Publisher: |
Elsevier |