A Markov model of heteroskedasticity, risk, and learning in the stock market
- 1 November 1989
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 25 (1) , 3-22
- https://doi.org/10.1016/0304-405x(89)90094-9
Abstract
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This publication has 10 references indexed in Scilit:
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