articleTop 10% cited
The stochastic behavior of common stock variances Value, leverage and interest rate effects
Journal of Financial Economics · 1982 · Vol. 10(4) · pp. 407–432
Andrew Christie✉(University of Rochester)
Financial Markets and Investment StrategiesCapital Investment and Risk AnalysisStochastic processes and financial applicationsEconometricsEconomicsEstimatorEquity (law)Leverage (statistics)Elasticity (physics)MathematicsStatistics
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References
The valuation of options for alternative stochastic processes
Journal of Financial Economics · 1976 · 3,020 citations
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
The Journal of Finance · 1976 · 2,464 citations
Asset returns and inflation
Journal of Financial Economics · 1977 · 2,750 citations
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
Measuring security price performance
Journal of Financial Economics · 1980 · 3,391 citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The Journal of Finance · 1974 · 11,005 citations
The Statistical Analysis of Time Series.
Biometrics · 1995 · 2,044 citations
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