On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
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- 1 May 2004
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 72 (2) , 217-257
- https://doi.org/10.1016/j.jfineco.2002.06.001
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This publication has 54 references indexed in Scilit:
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