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• Tim Bollerslev
• Peter E. Rossi

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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 13 (1995)
Issue (Month): 4 (October)
Pages: 361-64
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Handle: RePEc:bes:jnlbes:v:13:y:1995:i:4:p:361-64

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1. Robert Engle, 2004. "Risk and Volatility: Econometric Models and Financial Practice," American Economic Review, American Economic Association, vol. 94(3), pages 405-420, June. [Downloadable!]
   Other versions:
   • Engle III, Robert F., 2003. "Risk and Volatility: Econometric Models and Financial Practice," Nobel Prize in Economics documents 2003-4, Nobel Prize Committee. [Downloadable!]

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This page was last updated on 2009-11-22.