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application/pdf
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Type of publication: Book / Working Paper
Notes:
This paper was previously titled "Conditional heteroskedasticity models of excess returns: How robust are the results?" The text is part of a series Boston College Working Papers in Economics Number 409 33 pages
Classification: E43 - Determination of Interest Rates; Term Structure Interest Rates ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing
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