Работы, цитирующие эту работу

Работ: 2

Работа: Expected stock returns and volatility

1. Temporal Aggregation and the Continuous‐Time Capital Asset Pricing Model

   Francis A. Longstaff

   СтатьяFinancial Markets and Investment StrategiesThe Journal of Finance1989Цитирований: 0

   ABIABI:AkademIndex/openalex/1989.article.000006

2. An examination of the effects of the global financial crisis on the stock markets of BRICS countries

   Anvar Absamatov, Askar Absamatov

   СтатьяFinancial Risk and Volatility ModelingAIP conference proceedings2024Цитирований: 0

   ABIABI:AkademIndex/openalex/2024.article.009255