Time-varying conditional covariances in tests of asset pricing models
| Year of publication: |
1989
|
|---|---|
| Authors: | Harvey, Campbell R. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 24.1989, 2, p. 289-317
|
| Publisher: |
Elsevier |