Volatility clustering in monthly stock returns

D Dannenburg, B (Ben) Jacobsen

Research output: Contribution to journalArticleAcademicpeer-review

25 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)479-503
Number of pages25
JournalJournal of Empirical Finance
Volume10
Issue number4
DOIs
Publication statusPublished - 2003

Research programs

  • RSM F&A

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