A Capital Asset Pricing Model with Time-Varying Covariances
Journal Article
Full Text
Duke Authors
Cited Authors
- Bollerslev, T; Engle, RF; Wooldridge, JM
Published Date
- February 1, 1988
Published In
Volume / Issue
- 96 / 1
Start / End Page
- 116 - 131
Published By
Electronic International Standard Serial Number (EISSN)
- 1537-534X
International Standard Serial Number (ISSN)
- 0022-3808
Digital Object Identifier (DOI)
- 10.1086/261527
Language
- en