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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005657419
Saved in:
212
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/10005198989
Saved in:
213
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10005199021
Saved in:
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