SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS

Blake Lebaron ()

Working papers from Wisconsin Madison - Social Systems

Keywords: evaluation; tests; econometrics (search for similar items in EconPapers)
Pages: 15 pages
Date: 1990
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Citations: View citations in EconPapers (15)

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Journal Article: Some Relations between Volatility and Serial Correlations in Stock Market Returns (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:att:wimass:9002

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