HETEROSKEDASTICITY IN STOCK RETURNS

被引：200

作者：

SCHWERT, GW ^{[1
]}

SEGUIN, PJ ^{[1
]}

机构：

[1] NATL BUR ECON RES, CAMBRIDGE, MA 02138 USA

来源：

JOURNAL OF FINANCE | 1990年 / 45卷 / 04期

关键词：

D O I：

10.2307/2328718

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：1129 / 1155

页数：27

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