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Volumn 44, Issue 5, 1989, Pages 1115-1153

Why Does Stock Market Volatility Change Over Time?

(1)  SCHWERT, G WILLIAM a  

a NONE

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EID: 84977707955     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1989.tb02647.x     Document Type: Article
Times cited : (1979)

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    • Consumption volatility, production volatility, spot rate volatility and the returns on Treasury bills and bonds, Journal of Financial Economics, Forthcoming.
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    • (1989)
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    • A Markov model of heteroskedasticity, risk and learning in the stock market, Journal of Financial Economics, Forthcoming.
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