【题 名】:Modelling the persistence of conditional variances【作 者】: Robert Engle ,Tim Bollerslev
【期刊、会议、单位名称】: Taylor and Francis Journals in its journal Econometric Reviews.
【年, 卷(期), 起止页码】: Volume (Year): 5 (1986) Issue (Month): 1 () Pages: 1-50
【全文链接】:http://ideas.repec.org/a/taf/emetrv/v5y1986i1p1-50.html



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