Alternative Models For Conditional Stock Volatility
收藏NBER1989-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2955
下载链接
链接失效反馈官方服务：
资源简介：
This paper compares several statistical models for monthly stock return volatility. The focus is on U.S. data from 1834-19:5 because the post-1926 data have been analyzed in more detail by others. Also, the Great Depression had levels of stock volatility that are inconsistent with stationary models
提供机构：
美国国家经济研究局
创建时间：
1989-05-01
