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dc.contributor.author BOLLERSLEV, T
dc.contributor.author ENGLE, R
dc.date.accessioned 2010-03-09T15:27:08Z
dc.date.issued 1993-01
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=A1993KH52900007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation ECONOMETRICA, 1993, 61 (1), pp. 167 - 186
dc.identifier.issn 0012-9682
dc.identifier.uri http://hdl.handle.net/10161/1876
dc.format.extent 167 - 186
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof ECONOMETRICA
dc.relation.isversionof 10.2307/2951782
dc.subject PERSISTENCE IN VARIANCE
dc.subject CO-PERSISTENCE IN VARIANCE
dc.subject GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH)
dc.subject INTEGRATED GARCH (IGARCH)
dc.subject FACTOR GARCH
dc.subject ASSET PRICING
dc.subject EXCHANGE RATE DYNAMICS
dc.title COMMON PERSISTENCE IN CONDITIONAL VARIANCES
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=A1993KH52900007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 1
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 61

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