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      Expected stock returns and volatility

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
          Article 0 comments Cited 1584 times – based on 0 reviews     Review now
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
            Article 0 comments Cited 1446 times – based on 0 reviews     Review now
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              Risk, Return, and Equilibrium: Empirical Tests

              Eugene Fama, James MacBeth (1973)
              Article 0 comments Cited 946 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: September 1987
                Publication date (Print): September 1987
                Volume: 19
                Issue: 1
                Pages: 3-29
                Article
                DOI: 10.1016/0304-405X(87)90026-2
                SO-VID: ab77ef61-89bb-4a41-b5e7-c57c8d649f33
                Copyright © © 1987
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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