THE NEGATIVE RELATION BETWEEN DAILY INDEX RETURN SERIAL CORRELATIONS AND CONDITIONAL VARIANCES: DOES IT HAVE MATHEMATICAL OR ECONOMIC ORIGINS?
| Year of publication: |
1996
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|---|---|
| Authors: | Peterson, David R. |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 19.1996, 3, p. 429-442
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| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010889423