A Capital Asset Pricing Model with Time Varying Covariances

Autoria(s): Bollerslev, T; Engle, RF; Wooldridge, JM
Data(s)

1988
Formato

116 - 131

application/pdf
Identificador

Journal of Political Economy, 1988, 96 (1), pp. 116 - 131

http://hdl.handle.net/10161/1988

0022-3808

http://hdl.handle.net/10161/1988
Idioma(s)

en_US
Relação

Journal of Political Economy

10.1086/261527
Tipo

Journal Article
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