The common and specific components of dynamic volatility
| Year of publication: |
2006
|
|---|---|
| Authors: | Connor, Gregory ; Korajczyk, Robert A. ; Linton, Oliver |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 1, p. 231-255
|
| Publisher: |
Elsevier |