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: Econometric Reviews, Volume 5, Issue 1 1986 , pages 1 - 50

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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