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Dannenburg, Dennis Ramon
Jacobsen, Ben
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Volatility clustering in monthly stock returns
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 479-503
Persistent link: https://www.econbiz.de/10001782292
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Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
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