The common and specific components of dynamic volatility
Year of publication: |
2006
|
---|---|
Authors: | Connor, Gregory ; Korajczyk, Robert A. ; Linton, Oliver |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 1, p. 231-255
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Publisher: |
Elsevier |
Saved in:
Online Resource
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