The time series behavior of stock market volatility and returns
Name
20003020-MIT.pdf
Description
Full printable version
Size
8.62 MB
Format
Adobe PDF
Checksum (MD5)
af0df6028b5ef8e2d10f72ba81586bdb
Author(s)
Nelson, Daniel B
Advisor(s)
Jeffrey M. Wooldridge.
Date Issued
1988
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1988.
Includes bibliographical references.
Subjects
Economics.
MIT Department
Massachusetts Institute of Technology. Department of Economics
Terms of Use
M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.
Persistent DSpace Link