Relationship between Volatility and Expected Returns across International Stock Markets
Files
Document Type
Contribution to Book
Book Title
Volatility: New Estimation Techniques for Pricing Derivatives 1998
Editor(s)
Robert A. Jarrow
Buy Link
https://www.amazon.com/Volatility-Estimation-Techniques-Pricing-Derivatives/dp/1899332464
Find in WorldCat
https://worldcat.org/title/40337633
ISBN
978-1899332465
Publication Date
6-1-1998
Publisher
Risk Books
City
London
First Page
267
Last Page
273
Disciplines
Business | Economics | Finance | Finance and Financial Management
Recommended Citation
Lee, U.,
&
Theodossiou, P.
(1998).
Relationship between Volatility and Expected Returns across International Stock Markets.
In Robert A. Jarrow (Eds.), Volatility: New Estimation Techniques for Pricing Derivatives 1998 (267–273). London: Risk Books
https://scholarlycommons.pacific.edu/esob-facbooks/25
