AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS.
| Year of publication: |
1990
|
|---|---|
| Authors: | CAMBELL, J.Y. ; HENTSCHEL, L. |
| Institutions: | Bendheim Center for Finance, Department of Economics |
| Subject: | financial market | prices | heteroskedasticity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 27 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005671934