A Capital Asset Pricing Model with Time-Varying Covariances
Publication
, Journal Article
Bollerslev, T; Engle, RF; Wooldridge, JM
Published in: Journal of Political Economy
February 1988
Duke Scholars
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Published In
Journal of Political Economy
DOI
EISSN
1537-534X
ISSN
0022-3808
Publication Date
February 1988
Volume
96
Issue
1
Start / End Page
116 / 131
Publisher
University of Chicago Press
Related Subject Headings
- Economics
- 38 Economics
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 14 Economics
Citation
APA
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Bollerslev, T., Engle, R. F., & Wooldridge, J. M. (1988). A Capital Asset Pricing Model with Time-Varying Covariances. Journal of Political Economy, 96(1), 116–131. https://doi.org/10.1086/261527
Bollerslev, Tim, Robert F. Engle, and Jeffrey M. Wooldridge. “A Capital Asset Pricing Model with Time-Varying Covariances.” Journal of Political Economy 96, no. 1 (February 1988): 116–31. https://doi.org/10.1086/261527.
Bollerslev T, Engle RF, Wooldridge JM. A Capital Asset Pricing Model with Time-Varying Covariances. Journal of Political Economy. 1988 Feb;96(1):116–31.
Bollerslev, Tim, et al. “A Capital Asset Pricing Model with Time-Varying Covariances.” Journal of Political Economy, vol. 96, no. 1, University of Chicago Press, Feb. 1988, pp. 116–31. Crossref, doi:10.1086/261527.
Bollerslev T, Engle RF, Wooldridge JM. A Capital Asset Pricing Model with Time-Varying Covariances. Journal of Political Economy. University of Chicago Press; 1988 Feb;96(1):116–131.
Published In
Journal of Political Economy
DOI
EISSN
1537-534X
ISSN
0022-3808
Publication Date
February 1988
Volume
96
Issue
1
Start / End Page
116 / 131
Publisher
University of Chicago Press
Related Subject Headings
- Economics
- 38 Economics
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 14 Economics