CONDITIONAL HETEROSCEDASTICITY IN TIME-SERIES OF STOCK RETURNS - EVIDENCE AND FORECASTS

被引：270

作者：

AKGIRAY, V

机构：

来源：

JOURNAL OF BUSINESS | 1989年 / 62卷 / 01期

关键词：

D O I：

10.1086/296451

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：55 / 80

页数：26

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