Author:
Chou Ray,Engle Robert F.,Kane Alex
Subject
Applied Mathematics,Economics and Econometrics
Reference40 articles.
1. Stock prices under time varying dividend risk: An exact solution in an infinite-horizon general equilibrium model;Abel;Journal of Monetary Economics,1988
2. Conditional heteroskedasticity in time series of stock returns: Evidence and forecasts;Akgiray;Journal of Business,1989
3. Optimal filtering;Anderson,1971
4. Risk, time varying second moments and market efficiency;Attanasio,1989
5. Risk and the predictability of stock market returns;Attanasio,1989
Cited by
120 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献