Diebold, Francis X. - 2012
'normality', and time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple … Time?" Journal of Finance, 44, 1115-1153. -- Sharpe, W.F. (1964), "Capital Asset Prices: A Theory of Market Equilibrium … Series Analysis: Theory and Practice, I, North-Holland. -- Taylor, S.J. (2007), Asset Price Dynamics, Volatility, and …