THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET

C.M. Turner, Richard Startz and Charles Nelson

Discussion Papers in Economics at the University of Washington from Department of Economics at the University of Washington

Keywords: financial market; risk; economic models; estimator (search for similar items in EconPapers)
Pages: 31 pages
Date: 1989
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Citations: View citations in EconPapers (202)

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Related works:
Journal Article: A Markov model of heteroskedasticity, risk, and learning in the stock market (1989)
Working Paper: A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market (1989)
Working Paper: THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:washer:89-01

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