Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev
*
Kim: Dept. of Economics, Korea University, Anam-Dong, Seongbuk-ku, Seoul, 136-701, Korea,
(cjkim@korea.ac.kr); Piger …: Dept. of Economics, University of Washington, Box 353330, Seattle,
WA 98195, USA (startz@u.washington.edu). Startz … Asymmetric Model of
Changing Volatility in Stock Returns, Journal of Financial Economics, 31, 281-318.
Campbell, S.D., 2002 …