A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
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- Turner, Christopher M. & Startz, Richard & Nelson, Charles R., 1989. "A Markov model of heteroskedasticity, risk, and learning in the stock market," Journal of Financial Economics, Elsevier, vol. 25(1), pages 3-22, November.
References listed on IDEAS
- Parsons, Donald O, 1980. "The Decline in Male Labor Force Participation," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 117-134, February.
- Jonathan S. Leonard, 1979. "The Social Security Disability Program and Labor Force Participation," NBER Working Papers 0392, National Bureau of Economic Research, Inc.
- Michael Grossman, 1976. "The Correlation between Health and Schooling," NBER Chapters,in: Household Production and Consumption, pages 147-224 National Bureau of Economic Research, Inc.
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