Common Persistence in Conditional Variances
| Data(s) |
1994
|
|---|---|
| Formato |
167 - 186 application/pdf |
| Identificador |
Econometrica, 1994, 61 (1), pp. 167 - 186 http://hdl.handle.net/10161/1876 0012-9682 |
| Idioma(s) |
en_US |
| Relação |
Econometrica 10.2307/2951782 |
| Palavras-Chave | #PERSISTENCE IN VARIANCE #CO-PERSISTENCE IN VARIANCE #GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) #INTEGRATED GARCH (IGARCH) #FACTOR GARCH #ASSET PRICING #EXCHANGE RATE DYNAMICS |
| Tipo |
Journal Article |
