A little bit of evidence on the intertemporal dependence in the volatility of stock prices
By: Louis O. Scott..
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1151; BEBR faculty working paper -- no. 1151.
Publisher: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign
Published: 1985
Place of publication: [Urbana]
Language: eng
Subjects: Prices; Mathematical models; Stocks
Notes: Bibliography: p. 6.