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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~subject:"CAPM"
~subject:"USA"
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Bollerslev, Tim
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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