Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch.
Year of publication: |
1988
|
---|---|
Authors: | Chou, Ray Yeutien |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 3.1988, 4, p. 279-94
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien, (1991)
-
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien, (2006)
-
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie, (2009)
- More ...