On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
Article
Brandt, MW, Kang, Q. (2004). On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
. JOURNAL OF FINANCIAL ECONOMICS, 72(2), 217-257. 10.1016/j.jfineco.2002.06.001
Brandt, MW, Kang, Q. (2004). On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
. JOURNAL OF FINANCIAL ECONOMICS, 72(2), 217-257. 10.1016/j.jfineco.2002.06.001