A stochastic variance model for absolute returns
Mele, A.
(1994).
A stochastic variance model for absolute returns.
Economics Letters,
46(3), 211-214.
https://doi.org/10.1016/0165-1765(94)00471-4
| Item Type | Article |
|---|---|
| Copyright holders | © 1994 Elsevier |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD |
| DOI | 10.1016/0165-1765(94)00471-4 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19609 |
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