Conditional Heteroskedasticity in Asset Returns: A New Approach
Conditional Heteroskedasticity in Asset Returns: A New Approach is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Daniel B. Nelson; Journal / source: Econometrica; Year: 1991.
| Authors | Daniel B. Nelson |
|---|---|
| Journal / source | Econometrica |
| Year | 1991 |
| Field | Financial Risk and Volatility Modeling |
| Times cited | 10385 |
| Type | article |
| DOI / link | https://doi.org/10.2307/2938260 |