Whence GARCH? A Preference-Based Explanation for Conditional Volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | McQueen, Grant ; Vorkink, Keith |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 17.2013, 4 (8.5.), p. 915-914
|