Author:
BRAUN PHILLIP A.,NELSON DANIEL B.,SUNIER ALAIN M.
Subject
Economics and Econometrics,Finance,Accounting
Reference53 articles.
1. Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns;Ball;Journal of Financial Economics,1989
2. Why don't the prices of stocks and bonds move together?;Barsky;American Economic Review,1989
3. Black , F. 1976 Studies of stock market volatility changes Proceedings of the American Statistical Association, Business and Economic Statistics Section 177 181
4. Quasi-maximum likelihood estimation of dynamic models with time varying covariances;Bollerslev;Econometric Reviews,1992
5. A capital asset pricing model with time varying covariances;Bollerslev;Journal of Political Economy,1988
Cited by
200 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献