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Volatility persistence and stock valuations: Some empirical evidence using garch
Author(s) -
Chou Ray Yeutien
Publication year - 1988
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.3950030404
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , econometrics , economics , volatility (finance) , stock (firearms) , financial economics , geography , archaeology
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