Mele, Antonio (1994) A stochastic variance model for absolute returns. Economics letters, 46 (3). pp. 211-214. ISSN 0165-1765
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/01651... |
| Additional Information: | © 1994 Elsevier |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/19609/ |
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