Common Persistence in Conditional Variances

dc.contributor.author

Bollerslev, Tim

dc.contributor.author

Engle, Robert F

dc.date.accessioned

2010-03-09T15:27:08Z

dc.date.issued

1994

dc.format.mimetype

application/pdf

dc.identifier.uri

https://hdl.handle.net/10161/1876

dc.language.iso

en_US

dc.publisher

JSTOR

dc.relation.ispartof

Econometrica

dc.title

Common Persistence in Conditional Variances

dc.type

Journal article

pubs.begin-page

167

pubs.end-page

186

pubs.issue

1

pubs.organisational-group

Duke

pubs.organisational-group

Economics

pubs.organisational-group

Trinity College of Arts & Sciences

pubs.publication-status

Published

pubs.volume

61

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