A Permanent and Transitory Component Model of Stock Return Volatility
| Year of publication: |
1993-11
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|---|---|
| Authors: | Engle, Robert F. ; Lee, Gary G.J. |
| Institutions: | Department of Economics, University of California-San Diego (UCSD) |
| Extent: | application/postscript |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005497290