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Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Kane, Alex; Lehmann, Bruce Neal; Trippi, Robert R. - In: Journal of international money and finance 19 (2000) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001452585
Cover Image
Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Kane, Alex; Lehmann, Bruce N.; Trippi, Robert R. - In: Journal of international money and finance 19 (2000) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006909959