Modeling the Interactions between Volatility and Returns

A. Harvey, R.J. Lange

Research output: Working paper / Preprint › Working paper › Professional

Name	Cambridge Working Papers in Economics
No.	1518

Access to Document

@techreport{2e1115ac2c174aeabb210d4528b65e3e,

title = "Modeling the Interactions between Volatility and Returns",

author = "A. Harvey and R.J. Lange",

year = "2015",

language = "English",

series = "Cambridge Working Papers in Economics",

publisher = "University of Cambridge",

number = "1518",

type = "WorkingPaper",

institution = "University of Cambridge",

}