The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations
Year of publication: |
2011
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Authors: | Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 4245143. - Vol. 25.2011, 3, p. 329-335
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