A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

Journal Article

Full Text

Duke Authors

Cited Authors

  • Bollerslev, T

Published Date

  • August 1987

Published In

Volume / Issue

  • 69 / 3

Start / End Page

  • 542 - 542

Published By

International Standard Serial Number (ISSN)

  • 0034-6535

Digital Object Identifier (DOI)

  • 10.2307/1925546