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ARCH modeling in finance : A review of the theory and empirical evidence

  • Bollerslev, Tim
  • Chou, Ray Y.
  • Kroner, Kenneth F.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-458298B-W/2/f90220a9f2aa79abcdf672f43f6c4f38
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 52 (1992)
Issue (Month): 1-2 ()
Pages: 5-59

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Handle: RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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