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Volumn 19, Issue 1, 1987, Pages 3-29

Expected stock returns and volatility

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EID: 45949117024     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(87)90026-2     Document Type: Article
Times cited : (2361)

References (32)
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    • Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle1
  • 10
  • 16
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    • Generalized instrumental variables estimation of nonlinear rational expectations models
    • (1982) Econometrica , vol.50 , pp. 1269-1286
    • Hansen1    Singleton2
  • 17
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    • corrected tables in
    • (1984) Econometrica , vol.52 , pp. 267-268
  • 18
  • 20
    • 0001738730 scopus 로고
    • An intertemporal asset pricing model
    • (1973) Econometrica , vol.41 , pp. 867-887
    • Merton1
  • 31
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White1
  • 32
    • 85041933046 scopus 로고
    • The behavior of the sample autocorrelation function for an integrated moving average process
    • (1973) Biometrika , vol.60 , pp. 235-239
    • Wichern1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.