Henry, Ólan Thomas John (contributor) - 2007
) “Why Are Stock Returns
and Volatility NegativelyCorrelated?” Journal of Empirical Finance,
14,41-58.
[3] Bauwens, L., A …),“AMarkovModelofUnconditionalVarianceinARCH”,
Journal of Business and Economic Statistics,12,309316.
[10] Campbell,J.andJ.Ammer(1993)“WhatMovestheStockandBond … Mean
RevertingStockMarketVolatility,"Journal of Business and Economics
Statistics,15(1),26-34.
[16] Engle.R.F.(1982 …