Title of article :
Equilibrium analysis of volatility clustering
Author/Authors :
Joel M. Vanden، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2005
Pages :
44
From page :
374
To page :
417
Keywords :
Implied risk aversion , Time-varying risk aversion , Volatility clustering , Equilibrium price process
Journal title :
Journal of Empirical Finance
Serial Year :
2005
Journal title :
Journal of Empirical Finance
Record number :
130804
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130804
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