Work

Stock Volatility and the Crash of '87: Discussion

Year: 1990

Type: article

Source: Review of Financial Studies

Author: Robert F. Engle

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1528835256

FWCI: 4.566

Cites: 3

Cited by: 199

Related to: 10