Risk and volatility: Econometric models and financial practice

被引：204

作者：

Engle, R ^{[1
]}

机构：

[1] NYU, Stern Sch Business, New York, NY 10012 USA

来源：

AMERICAN ECONOMIC REVIEW | 2004年 / 94卷 / 03期

关键词：

D O I：

10.1257/0002828041464597

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：405 / 420

页数：16

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