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~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~person:"Holzer, Harry J."
~person:"Kim, Chang-jin"
~subject:"ARCH-Modell"
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Journal of empirical finance
The review of economics and statistics
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Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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