Asymmetric Predictability of Conditional Variances

Asymmetric Predictability of Conditional Variances

Jennifer Conrad, Mustafa N. Gultekin and Gautam Kaul
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Volume:
4
Year:
1991
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962151
File:
PDF, 672 KB
english, 1991
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