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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of political economy"
~person:"Dufour, Jean-Marie"
~subject:"Estimation"
~subject:"Schätztheorie"
~type:"article"
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Essays in honor of Joon Y. Park : econometric theory
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A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
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