STOCK RETURNS AND VOLATILITY

Richard Baillie and Ramon Degennaro

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: financial market; efficiency; risk (search for similar items in EconPapers)
Pages: 18 pages
Date: 1988
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Citations: View citations in EconPapers (31)

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Journal Article: Stock Returns and Volatility (1990)
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