Some Relations between Volatility and Serial Correlations in Stock Market Returns

Authors
Blake LeBaron
Citation
Blake LeBaron, Some Relations between Volatility and Serial Correlations in Stock Market Returns, The Journal of business, 65(02), 1992, pp. 199
Journal title
The Journal of business → ACNP
ISSN journal
00219398
Volume
65
Issue
02
Year of publication
1992
Database
ICR
SICI code
0021-9398(1992)65:02<199:SRBVAS>2.0.ZU;2-6