ASYMMETRIC PREDICTABILITY OF CONDITIONAL VARIANCES

被引：75

作者：

CONRAD, J

GULTEKIN, MN

KAUL, G

机构：

[1] UNIV MICHIGAN, SCH BUSINESS ADM, ANN ARBOR, MI 48109 USA

[2] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

REVIEW OF FINANCIAL STUDIES | 1991年 / 4卷 / 04期

关键词：

D O I：

10.1093/rfs/4.4.597

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：597 / 622

页数：26

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