Regularities in volatility and the price of risk following large stock market movements in the US and Japan
| Year of publication: |
2000
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|---|---|
| Authors: | Kane, Alex ; Lehmann, Bruce N. ; Trippi, Robert R. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 19.2000, 1, p. 1-32
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