Modelling the persistence of conditional variances
Authors:
Robert F. Engle a;
Tim Bollerslev b
| Affiliations: | a Department of Economics, UCSD La Jolla, CA |
| b Department of Economics, Northwestern University, IL, Evanston |
DOI:
10.1080/07474938608800095
Publication Frequency:
6 issues per year
Formats available:
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(English)
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