The stochastic behavior of common stock variances : Value, leverage and interest rate effects
| Year of publication: |
1982
|
|---|---|
| Authors: | Christie, Andrew A. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 10.1982, 4, p. 407-432
|
| Publisher: |
Elsevier |