On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
| Year of publication: |
2004
|
|---|---|
| Authors: | Brandt, Michael W. ; Kang, Qiang |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 72.2004, 2, p. 217-257
|
| Publisher: |
Elsevier |