Work

On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach

Year: 2003

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2002.06.001

Authors: Michael W. Brandt, Qiang Kang

Institutions: Duke University, University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121290445

FWCI: 28.62

Cites: 58

Cited by: 468

Related to: 10