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

Publication ,  Journal Article
Bollerslev, T
Published in: The Review of Economics and Statistics
August 1987

Duke Scholars

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Published In

The Review of Economics and Statistics

DOI

ISSN

0034-6535

Publication Date

August 1987

Volume

69

Issue

3

Start / End Page

542 / 542

Publisher

JSTOR

Related Subject Headings

  • Economics
  • 1403 Econometrics
  • 1402 Applied Economics
 

Citation

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Bollerslev, T. (1987). A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return. The Review of Economics and Statistics, 69(3), 542–542. https://doi.org/10.2307/1925546
Bollerslev, Tim. “A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.” The Review of Economics and Statistics 69, no. 3 (August 1987): 542–542. https://doi.org/10.2307/1925546.
Bollerslev T. A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return. The Review of Economics and Statistics. 1987 Aug;69(3):542–542.
Bollerslev, Tim. “A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.” The Review of Economics and Statistics, vol. 69, no. 3, JSTOR, Aug. 1987, pp. 542–542. Crossref, doi:10.2307/1925546.
Bollerslev T. A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return. The Review of Economics and Statistics. JSTOR; 1987 Aug;69(3):542–542.
Journal cover image

Published In

The Review of Economics and Statistics

DOI

ISSN

0034-6535

Publication Date

August 1987

Volume

69

Issue

3

Start / End Page

542 / 542

Publisher

JSTOR

Related Subject Headings

  • Economics
  • 1403 Econometrics
  • 1402 Applied Economics