Volatility clustering in monthly stock returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Jacobsen, Ben ; Dannenburg, Dennis |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 10.2003, 4, p. 479-503
|
| Publisher: |
Elsevier |