Accessibility navigation

Modelling regime-specific stock price volatility

Alexander, C. and Lazar, E. ORCID: (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084

Full text not archived in this repository.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item DOI: 10.1111/j.1468-0084.2009.00563.x

Item Type:Article
Divisions:Henley Business School > ICMA Centre
ID Code:18672
Publisher:Blackwell Publishing Ltd

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation