Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076
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Identification Number: 10.1016/j.jeconom.2005.01.029
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/03044... |
| Additional Information: | (c) 2006 Elsevier B.V. |
| Divisions: | Financial Markets Group STICERD Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 22 Aug 2007 |
| Last Modified: | 11 Dec 2024 23:02 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2698 |
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