ON THE RELATIONSHIP BETWEEN THE CONDITIONAL MEAN AND VOLATILITY OF STOCK RETURNS: A LATENT VAR APPROACH
| Year of publication: |
2002
|
|---|---|
| Authors: | Brandt, Michael W. ; Kang, Qiang |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2002, 9056
|