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

C.M. Turner, Richard Startz and Charles Nelson

Working Papers from University of Washington, Department of Economics

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 (264)

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Related works:
Journal Article: 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)
Working Paper: A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market (1989)
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