AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS
J.Y. Cambell and
Authors registered in the RePEc Author Service: John Y. Campbell ()
Working Papers from Princeton, Department of Economics - Financial Research Center
Keywords: financial market; prices; heteroskedasticity (search for similar items in EconPapers)
References: Add references at CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:fth:prinec:118
Access Statistics for this paper
More papers in Working Papers from Princeton, Department of Economics - Financial Research Center Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().