Journal of Financial Markets
Vol. 47
2020
The memory of stock return volatility: Asset pricing implications
Duc Binh Benno
Nguyen1;
Marcel
Prokopczuk1,2,3;
Philipp
Sibbertsen1
1 Leibniz University Hannover · 2 ICMA Centre · 3 University of Reading
- DOI
- 10.1016/j.finmar.2019.01.002
- Volume
- 47
- Pages
- 100487
- Language
- en
- Sources
-
crossref
openalex
Cite