ARCH modeling in finance : A review of the theory and empirical evidence
| Year of publication: |
1992
|
|---|---|
| Authors: | Bollerslev, Tim ; Chou, Ray Y. ; Kroner, Kenneth F. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 5-59
|
| Publisher: |
Elsevier |