On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach

On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach (2002)

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by Michael W. Brandt , Qiang Kang

Citations:

106 - 3 self

BibTeX

@MISC{Brandt02onthe,
    author = {Michael W. Brandt and Qiang Kang},
    title = {On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach},
    year = {2002}
}

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Abstract

Keyphrases

stock return latent var approach conditional mean