A Capital Asset Pricing Model with Time-Varying Covariances

Published

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