A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.
| Year of publication: |
1987
|
|---|---|
| Authors: | Bollerslev, Tim |
| Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 69.1987, 3, p. 542-47
|
| Publisher: |
MIT Press |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005697406