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On the Economic Sources of Stock Market Volatility
Robert F. Engle (National Bureau of Economic Research, European Corporate Governance Institute), Éric Ghysels (University of North Carolina at Chapel Hill), Bumjean Sohn (Korea University)
SSRN Electronic Journal preprint
DOI: 10.2139/ssrn.971310 (Economics, Econometrics and Finance)
License: not stated (all rights reserved)
Published on 01 Jan. 2007