Volatility clustering in monthly stock returns

Research output: Contribution to journal › Article › Academic › peer-review

30 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	479-503
Number of pages	25
Journal	Journal of Empirical Finance
Volume	10
Issue number	4
DOIs	https://doi.org/10.1016/S0927-5398(02)00071-3
Publication status	Published - 2003

Research programs

@article{a87d4a37835d4366a675a7698513295a,

title = "Volatility clustering in monthly stock returns",

author = "D Dannenburg and Jacobsen, \{B (Ben)\}",

year = "2003",

doi = "10.1016/S0927-5398(02)00071-3",

language = "Undefined/Unknown",

volume = "10",

pages = "479--503",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "4",

}