A CAPITAL-ASSET PRICING MODEL WITH TIME-VARYING COVARIANCES

被引：1443

作者：

BOLLERSLEV, T

ENGLE, RF

WOOLDRIDGE, JM

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

[2] MIT,CAMBRIDGE,MA 02139

来源：

JOURNAL OF POLITICAL ECONOMY | 1988年 / 96卷 / 01期

关键词：

D O I：

10.1086/261527

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：116 / 131

页数：16

共 35 条

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