Conditional Heteroskedasticity in Asset Returns: A New Approach
Authors
Daniel B. Nelson
Journal
Econometrica
Year Published
1991
DOI
Publisher
Wiley
Citations
10235 citations
Type
Article
Language
EN
Topics & Concepts
Abstract
Conditional Heteroskedasticity in Asset Returns: A New Approach - Full text available via OpenAlex
Author Details
Daniel B. Nelson
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