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On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
Brandt, Michael W., (2004)
On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach
Brandt, Michael W., (2002)
ON THE RELATIONSHIP BETWEEN THE CONDITIONAL MEAN AND VOLATILITY OF STOCK RETURNS: A LATENT VAR APPROACH