On the relationship between the conditional mean and volatility of stock returns : a latent var appr - detaljert visning

On the relationship between the conditional mean and volatility of stock returns : a latent var approach

Michael W. Brandt, Qiang Kang
Bok Engelsk 2002

Annen tittel	On the Relationship Between the Conditional Mean and Volatility of Stock Returns

Utgitt	Cambridge, Mass. : National Bureau of Economic Research , 2002
Omfang	49 s.