Stock price volatility: Some evidence from an ARCH model

@inproceedings{Baldauf1991StockPV,
  title={Stock price volatility: Some evidence from an ARCH model},
  author={Brad Baldauf and G. J. Santoni},
  year={1991}
}

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THE EFFECTS OF DERIVATIVES TRADING ON STOCK MARKET VOLATILITY : THE CASE OF THE ATHENS STOCK EXCHANGE

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