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dc.contributor.author Bollerslev, T
dc.contributor.author Engle, RF
dc.contributor.author Wooldridge, JM
dc.date.accessioned 2010-03-09T15:37:35Z
dc.date.issued 1988
dc.identifier.citation Journal of Political Economy, 1988, 96 (1), pp. 116 - 131
dc.identifier.uri http://hdl.handle.net/10161/1988
dc.format.extent 116 - 131
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof Journal of Political Economy
dc.title A Capital Asset Pricing Model with Time Varying Covariances
dc.type Journal Article
dc.department Economics
pubs.issue 1
pubs.notes Reprinted in ARCH: Selected Readings (ed. Robert F. Engle), Oxford: Oxford University Press, 1995
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 96

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