Keywords
EconometricsEconomicsEstimatorEquity (law)Leverage (statistics)Elasticity (physics)MathematicsStatistics
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Publication Info
- Year
- 1982
- Type
- article
- Volume
- 10
- Issue
- 4
- Pages
- 407-432
- Citations
- 2406
- Access
- Closed
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Cite This
Andrew Christie
(1982).
The stochastic behavior of common stock variances Value, leverage and interest rate effects.
Journal of Financial Economics
, 10
(4)
, 407-432.
https://doi.org/10.1016/0304-405x(82)90018-6
Identifiers
- DOI
- 10.1016/0304-405x(82)90018-6