Work

The econometrics of financial markets

Year: 1996

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/0927-5398(95)00020-8

Author: Adrian Pagan

Institution: Australian National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1986395918

FWCI: 34.3

Cites: 248

Cited by: 878

Related to: 9