Work

Volatility persistence and stock valuations: Some empirical evidence using garch

Year: 1988

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/jae.3950030404

Author: Ray Yeutien Chou

Institution: Georgia Institute of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2122679841

FWCI: 12.02

Cites: 27

Cited by: 519

Related to: 10