Alternative models for conditional stock volatility

Adrian Pagan and G. Schwert

Journal of Econometrics, 1990, vol. 45, issue 1-2, 267-290

Date: 1990
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Working Paper: ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY (1989)
Working Paper: Alternative Models For Conditional Stock Volatility (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290

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