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Stock price volatility: Some evidence from an ARCH model
Author(s) -
Baldauf Brad,
Santoni G. J.
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110206
Subject(s) - futures contract , stock (firearms) , financial economics , citation , economics , library science , history , computer science , archaeology