Work

Time-varying conditional covariances in tests of asset pricing models

Year: 1989

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(89)90049-4

Author: Campbell R. Harvey

Institution: Duke University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3126069557

FWCI: 8.149

Cites: 55

Cited by: 814

Related to: 10