Show simple item record Bollerslev, T Engle, RF Wooldridge, JM 2010-03-09T15:37:35Z 1988
dc.identifier.citation Journal of Political Economy, 1988, 96 (1), pp. 116 - 131
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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