Author:
Chatrath Arjun,Christie-David Rohan,Dhanda Kanwalroop K.,Koch Timothy W.
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference31 articles.
1. A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
2. (1976). Studies of stock price volatility changes. In Proceedings of the 1976 Meetings of the Business and Economic Statistics Section (pp 177-181). American Statistical Association.
3. Generalized autoregressive conditional heteroskedasticity
4. A Capital Asset Pricing Model with Time-Varying Covariances
5. (1987). A test of independence based on the correlation dimension. Manuscript. Madison: University of Wisconsin-Madison; and Chicago: University of Chicago.
Cited by
20 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