Modeling the Interactions between Volatility and Returns

A. Harvey, R.J. Lange

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationCambridge
PublisherUniversity of Cambridge
Number of pages35
Publication statusPublished - 2015

Publication series

NameCambridge Working Papers in Economics
No.1518

Cite this

Harvey, A., & Lange, R. J. (2015). Modeling the Interactions between Volatility and Returns. (Cambridge Working Papers in Economics; No. 1518). Cambridge: University of Cambridge.