Regularities in volatility and the price of risk following...

Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Alex Kane, Bruce N Lehmann, Robert R Trippi
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Volume:
19
Year:
2000
Language:
english
DOI:
10.1016/s0261-5606(99)00037-6
File:
PDF, 153 KB
english, 2000
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