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

被引：280
作者：
TURNER, CM
STARTZ, R
NELSON, CR
机构：
[1] UNIV WASHINGTON,SEATTLE,WA 98195
[2] NATL BUR ECON RES,SEATTLE,WA 98195
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1989年 / 25卷 / 01期
关键词：
D O I：
10.1016/0304-405X(89)90094-9
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：3 / 22
页数：20
相关论文
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