The time series behavior of stock market volatility and returns

The time series behavior of stock market volatility and returns

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1988. === Includes bibliographical references. === by Daniel Barlow Nelson. === Ph.D.

Bibliographic Details
Main Author: Nelson, Daniel B
Other Authors: Jeffrey M. Wooldridge.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Economics.
Online Access:http://hdl.handle.net/1721.1/14363

Internet

http://hdl.handle.net/1721.1/14363

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