Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?
| Year of publication: |
2008-05
|
|---|---|
| Authors: | Kim, Chang-Jin ; Kim, Yunmi ; Nelson, Charles R. |
| Institutions: | Department of Economics, University of Washington |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number UWEC-2007-29 |
| Source: |
Persistent link: https://www.econbiz.de/10005198656