Whence GARCH? A Preference-Based Explanation for Conditional Volatility
| Year of publication: |
2004
|
|---|---|
| Authors: | Mcqueen, Grant |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 17.2004, 4, p. 915-950
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