A Capital Asset Pricing Model with Time Varying Covariances
| dc.contributor.author | Bollerslev, Tim | |
| dc.contributor.author | Engle, Robert F | |
| dc.contributor.author | Wooldridge, Jeffrey M | |
| dc.date.accessioned | 2010-03-09T15:37:35Z | |
| dc.date.issued | 1988 | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | ||
| dc.language.iso | en_US | |
| dc.publisher | University of Chicago Press | |
| dc.relation.ispartof | Journal of Political Economy | |
| dc.title | A Capital Asset Pricing Model with Time Varying Covariances | |
| dc.type | Journal article | |
| pubs.begin-page | 116 | |
| pubs.end-page | 131 | |
| 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 | Economics | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.publication-status | Published | |
| pubs.volume | 96 |
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