A reexamination of the causes of time-varying stock return volatilities

Journal of Financial and Quantitative Analysis

Volumn 45, Issue 3, 2010, Pages 663-684

  Zhang, Chu ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650292347     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109010000232     Document Type: Article

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