ARCH modeling in finance. A review of the theory and empirical evidence

Journal of Econometrics

Volumn 52, Issue 1-2, 1992, Pages 5-59

  Bollerslev, Tim ^a   Chou, Ray Y ^b   Kroner, Kenneth F ^c  

^a NORTHWESTERN UNIVERSITY   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF ARIZONA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34848900983     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(92)90064-X     Document Type: Article

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