Markov model of heteroskedasticity, risk, and learning in the stock market
By: Christopher M. Turner, Richard Startz, Charles R. Nelson.
Contributors: Startz, Richard, 1952-; Nelson, Charles R.
Series: NBER working paper series -- working paper no. 2818; Working paper series (National Bureau of Economic Research) -- working paper no. 2818.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 30
Subjects: Stock-exchange -- United States -- Econometric models.; Stock-exchange -- Econometric models.; Heteroscedasity.; Markov processes.
Notes: "January 1989."

Includes bibliographical references (p. [21]-22).

Binghamton University Libraries' copy bound with: Should nations learn to live with inflation?