Stock Price Volatility: Tests Based on the Geometric Random Walk

Authors
Stephen F. LeRoy William R. Parke
Citation
Stephen F. LeRoy et William R. Parke, Stock Price Volatility: Tests Based on the Geometric Random Walk, The American economic review, 82(04), 1992, pp. 981
Journal title
The American economic review → ACNP
ISSN journal
00028282
Volume
82
Issue
04
Year of publication
1992
Database
ICR
SICI code
0002-8282(1992)82:04<981:SPVTBO>2.0.ZU;2-8