Measuring and testing the impact of news on volatility
By: Robert F. Engle, Victor K. Ng.
Contributors: Ng, Victor K.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3681; Working paper series (National Bureau of Economic Research) -- working paper no. 3681.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Rate of return -- Japan -- Econometric models.; Stock price indexes -- Japan -- Econometric models.
Notes: "April 1991."

Includes bibliographical references (p. 30-31).

Binghamton University Libraries' copy bound with: Trade liberalization in a multinational-dominated industry : a theoretical and applied general-equilibrium analysis.