VOLATILITY PERSISTENCE AND STOCK VALUATIONS - SOME EMPIRICAL-EVIDENCE USING GARCH

被引：193

作者：

CHOU, RY

机构：

来源：

JOURNAL OF APPLIED ECONOMETRICS | 1988年 / 3卷 / 04期

关键词：

D O I：

10.1002/jae.3950030404

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：279 / 294

页数：16

共 25 条

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