The time series behavior of stock market volatility and returns

Author(s)
Nelson, Daniel B
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Massachusetts Institute of Technology. Dept. of Economics.
Advisor
Jeffrey M. Wooldridge.
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Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1988.
 
Includes bibliographical references.
 
Date issued
1988
URI
http://hdl.handle.net/1721.1/14363
Department
Massachusetts Institute of Technology. Department of Economics
Publisher
Massachusetts Institute of Technology
Keywords
Economics.
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