Old volatility: ARCH effects in 19th century consol data

Heather Mitchell, Robert L Brown, Stephen Easton

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	301 - 307
Number of pages	7
Journal	Applied Financial Economics
Volume	12
Issue number	4
Publication status	Published - 2002

Cite this

@article{43f3813dbc0c4dbb8b03998a37a6e749,

title = "Old volatility: ARCH effects in 19th century consol data",

author = "Heather Mitchell and Brown, \{Robert L\} and Stephen Easton",

year = "2002",

language = "English",

volume = "12",

pages = "301 -- 307",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis",

number = "4",

}