Work

Volatility Behavior of Industrial Stock Price Indices

Year: 1973

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1973.tb01418.x

Authors: Robert A. Schwartz, Edward I. Altman

Institution: New York 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: W1994739948

FWCI: 3.329

Cites: 22

Cited by: 22

Related to: 10