Financial econometrics - A new discipline with new methods

Journal of Econometrics

Volumn 100, Issue 1, 2001, Pages 53-56

  Engle, Robert ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005866763     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00053-1     Document Type: Article

References (22)

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3. Bollerslev, T., Engle, R., Wooldridge, J.M., 1988. A capital asset pricing model with time varying covariances. Journal of Political Economy 96, 116-131.
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