The persistence of volatility and stock market fluctuations

Name

persistenceofvol00pote.pdf

Size

1.61 MB

Format

Adobe PDF

Checksum (MD5)

cb2b02d22a084b20523c9ec7b46b02b3

Author(s)

Poterba, James M.

•

Summers, Lawrence H.

Date Issued

1984

Publisher

Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 353

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