A MARKOV MODEL OF HETEROSKEDASTICITY, RISK, AND LEARNING IN THE STOCK-MARKET

• 成果类型: Article
• 署名作者: TURNER, CM; STARTZ, R; NELSON, CR
• 署名单位: University of Washington; University of Washington Seattle; National Bureau of Economic Research
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(89)90094-9
• 发表日期: 1989
• 页码: 3-22