No news is good news *1: An asymmetric model of changing volatility in stock returns
Year of publication: |
1992
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Authors: | Campbell, John Y. ; Hentschel, Ludger |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 31.1992, 3, p. 281-318
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Publisher: |
Elsevier |
Saved in:
Online Resource
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