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Common Persistence in Conditional Variances

Publication ,  Journal Article
Bollerslev, T; Engle, RF
Published in: Econometrica
January 1993
Published version (DOI) Open Access Copy (Duke) Publisher Link

Duke Scholars

Tim Bollerslev
Author Tim Bollerslev Economics
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Published In

Econometrica

DOI

10.2307/2951782

ISSN

0012-9682

Publication Date

January 1993

Volume

61

Issue

1

Start / End Page

167 / 167

Publisher

JSTOR

Related Subject Headings

  • Econometrics
  • 3803 Economic theory
  • 3802 Econometrics
  • 3801 Applied economics
  • 1403 Econometrics
  • 1402 Applied Economics
  • 1401 Economic Theory
 

Citation

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ICMJE
MLA
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Bollerslev, T., & Engle, R. F. (1993). Common Persistence in Conditional Variances. Econometrica, 61(1), 167–167. https://doi.org/10.2307/2951782
Bollerslev, Tim, and Robert F. Engle. “Common Persistence in Conditional Variances.” Econometrica 61, no. 1 (January 1993): 167–167. https://doi.org/10.2307/2951782.
Bollerslev T, Engle RF. Common Persistence in Conditional Variances. Econometrica. 1993 Jan;61(1):167–167.
Bollerslev, Tim, and Robert F. Engle. “Common Persistence in Conditional Variances.” Econometrica, vol. 61, no. 1, JSTOR, Jan. 1993, pp. 167–167. Crossref, doi:10.2307/2951782.
Bollerslev T, Engle RF. Common Persistence in Conditional Variances. Econometrica. JSTOR; 1993 Jan;61(1):167–167.
Journal cover image

Published In

Econometrica

DOI

10.2307/2951782

ISSN

0012-9682

Publication Date

January 1993

Volume

61

Issue

1

Start / End Page

167 / 167

Publisher

JSTOR

Related Subject Headings

  • Econometrics
  • 3803 Economic theory
  • 3802 Econometrics
  • 3801 Applied economics
  • 1403 Econometrics
  • 1402 Applied Economics
  • 1401 Economic Theory