AN EMPIRICAL-TEST OF AN EX-ANTE MODEL OF THE DETERMINATION OF STOCK RETURN VOLATILITY

被引：0

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作者：

PETERSON, DR

机构：

来源：

JOURNAL OF FINANCIAL RESEARCH | 1986年 / 9卷 / 03期

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D O I：

10.1111/j.1475-6803.1986.tb00451.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

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页码：203 / 214

页数：12

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