MARKET VOLATILITY - SHILLER,R

[1] BLOUGH SR, 1991, UNPUB NEAR OBSERVATI

[2] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[3] Cochrane J.H., 1991, J FINANC, V46, P207

[4] COCHRANE JH, 1989, AM ECON REV, V79, P319

[5] A CRITIQUE OF THE APPLICATION OF UNIT-ROOT TESTS [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1991, 15 (02) : 275 - 284

[6] COCHRANE JH, 1990, NBER3157 U CHIC WORK

[7] DIBA BT, 1988, AM ECON REV, V78, P520

[8] DURLAUF SN, 1989, UNPUB MEASURING NOIS

[9] STOCK RETURNS, EXPECTED RETURNS, AND REAL ACTIVITY [J]. JOURNAL OF FINANCE, 1990, 45 (04) : 1089 - 1108

[10] ON TESTING FOR SPECULATIVE BUBBLES [J]. JOURNAL OF ECONOMIC PERSPECTIVES, 1990, 4 (02) : 85 - 101

[1] BLOUGH SR, 1991, UNPUB NEAR OBSERVATI

[2] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[3] Cochrane J.H., 1991, J FINANC, V46, P207

[4] COCHRANE JH, 1989, AM ECON REV, V79, P319

[5] A CRITIQUE OF THE APPLICATION OF UNIT-ROOT TESTS [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1991, 15 (02) : 275 - 284

[6] COCHRANE JH, 1990, NBER3157 U CHIC WORK

[7] DIBA BT, 1988, AM ECON REV, V78, P520

[8] DURLAUF SN, 1989, UNPUB MEASURING NOIS

[9] STOCK RETURNS, EXPECTED RETURNS, AND REAL ACTIVITY [J]. JOURNAL OF FINANCE, 1990, 45 (04) : 1089 - 1108

[10] ON TESTING FOR SPECULATIVE BUBBLES [J]. JOURNAL OF ECONOMIC PERSPECTIVES, 1990, 4 (02) : 85 - 101