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The Stochastic Behavior of Common Stock Variances Value Leverage and Interest Rate Effects

Resource type
Author/contributor
Title
The Stochastic Behavior of Common Stock Variances Value Leverage and Interest Rate Effects
Publication
Journal of Financial Economics
Volume
10
Issue
4
Pages
407-432
Date
1982
Citation
Christie, A. A. (1982). The Stochastic Behavior of Common Stock Variances Value Leverage and Interest Rate Effects. Journal of Financial Economics, 10, 407–432.
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