Work

Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns

Year: 1994

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1994.tb05150.x

Author: ROBERT F. WHITELAW

Institutions: Northwestern University, Harvard University, New York University, Carnegie Mellon University, Stanford 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: W1992893498

FWCI: 11.06

Cites: 32

Cited by: 478

Related to: 10