Alternative models for conditional stock volatility
By: Adrian R. Pagan, G. William Schwert.
Contributors: Schwert, G. William 1950-
Series: NBER working paper series -- working paper no. 2955; Working paper series (National Bureau of Economic Research) -- working paper no. 2955.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 22
Subjects: Stocks -- United States -- Econometric models.; Rate of return -- United States -- Econometric models.; Time-series analysis.
Notes: "May 1989."

Includes bibliographical references (p. i-iii)

Binghamton University Libraries' copy bound with: The sources and nature of long-term memory in the business cycle.