Work

Conditional Heteroskedasticity in Asset Returns: A New Approach**Reprinted from Econometrica59 (1991), 347–370.

Year: 1996

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-012598275-7.50004-1

Author: Daniel B. Nelson

Institution: University of Chicago

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2907016548

FWCI: 56.98

Cites: 54

Cited by: 83

Related to: 10