Stock Volatility and the Crash of '87
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This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987. The October 1987 stock market crash was unusual in many ways relative to prior history. In particular, stock volatility jumped dramatically during and after the crash, but it returned to lower. more
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美国国家经济研究局创建时间：
1989-05-01
