No news is good news *1: An asymmetric model of changing volatility in stock returns
| Year of publication: |
1992
|
|---|---|
| Authors: | Campbell, John Y. ; Hentschel, Ludger |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 31.1992, 3, p. 281-318
|
| Publisher: |
Elsevier |