Title of article
Volatility clustering in monthly stock returns
Author/Authors
Ben Jacobsen، نويسنده , , Dennis Dannenburg، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
25
From page
479
To page
503
Keywords
Stock returns , GARCH , Temporal aggregation , Volatility clustering
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130747
Link To Document