Old volatility - ARCH effects in 19th century consol data
| Year of publication: |
2002
|
|---|---|
| Authors: | Mitchell, Heather ; Brown, Rob ; Easton, Stephen |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 4, p. 301
|