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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
Published in: journal Econometric Reviews, Volume 5, Issue 1 1986 , pages 1 - 50
Formats available: PDF (English)

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