THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS

被引:1115
作者
CHRISTIE, AA
机构
关键词
D O I
10.1016/0304-405X(82)90018-6
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:407 / 432
页数:26
相关论文
共 37 条
[1]  
ANDERSON TW, 1971, STATISTICAL ANAL TIM
[2]  
BEAVER WH, 1968, J ACCOUNTING RES S
[3]  
BECKERS S, 1980, J FINANCE, V35
[4]   PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654
[5]  
BLACK F., 1976, J FINANCE, P31
[6]  
BLACK F, 1976, 1976 P M AM STAT ASS
[7]  
Box G.E.P., 1976, TIME SERIES ANAL
[8]  
BRENNER M, 1977, J FINANCE, V32
[9]  
BROWN Stephen J., 1980, J FINANCIAL EC, V8
[10]  
CHRISTIE AA, 1982, UNPUB EQUITY VARIANC