De Launois, Tanguy - 2009
- Louvain School of Management
Information, Volatility and the Cost of Capital
Tanguy de Launois … EMPIRICAL ESTIMATION O F T HE IMPACT O F P UBLIC INFORMATION O N THE
CONDITIONAL VOLATILITY O F S TOCK RETURNS … volatility 153
4.1.2.1 Modeling the conditional volatility …