Why Does Stock Market Volatility Change Over Time? A...

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Why Does Stock Market Volatility Change Over Time? A Time-Varying Variance Decomposition for Stock Returns

Scruggs, John T., Nardari, Federico
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.676673
File:
PDF, 548 KB
english, 2005
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