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A stochastic variance model for absolute returns

Mele, Antonio (1994) A stochastic variance model for absolute returns. Economics Letters, 46 (3). pp. 211-214. ISSN 0165-1765

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Identification Number: 10.1016/0165-1765(94)00471-4
Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/01651...
Additional Information: © 1994 Elsevier
Divisions: Financial Markets Group
STICERD
Subjects: H Social Sciences > HG Finance
Date Deposited: 18 Jul 2008 09:50
Last Modified: 02 Jan 2024 23:30
URI: http://eprints.lse.ac.uk/id/eprint/19609

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