ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY
Adrian Pagan () and
Working Papers from Rochester, Business - General
Keywords: prices; business cycles; homoskedasticity (search for similar items in EconPapers)
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Journal Article: Alternative models for conditional stock volatility (1990)
Working Paper: Alternative Models For Conditional Stock Volatility (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:robuge:89-02
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