Mean reversion of volatility around extreme stock returns : evidence from US stock indexes
Ling T. He
Year of publication: |
2013
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Authors: | He, Ling T. |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 25365666. - Vol. 7.2013, 4, p. 91-101
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