Common persistence in conditional variances

Bollerslev, Tim, Engle, Robert F. . Econometrica 1993. 61 :167-186

Locate this article in:

Bibtex

@article{CIS-112125,
  Author = {Bollerslev, Tim and Engle, Robert F.},
  Title = {Common persistence in conditional variances},
  Journal = {Econometrica},
  Volume = {61},
  Year = {1993},
  Pages = {167--186},
  Keywords = {}
}

Similar articles