Why does stock market volatility change over time?
By: G. William Schwert.
Series: NBER working paper series -- working paper no. 2798; Working paper series (National Bureau of Economic Research) -- working paper no. 2798.
Publisher: National Bureau of Economic Research
Published: 1988
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Stock exchange -- United States -- History -- 19th century.; Stock exchange -- United States -- History -- 20th century.; United States -- Economic conditions.
Notes: "December 1988."

Includes bibliographical references.