TIME-VARYING CONDITIONAL COVARIANCES IN TESTS OF ASSET PRICING-MODELS
成果类型:
Article
署名作者:
HARVEY, CR
刊物名称:
JOURNAL OF FINANCIAL ECONOMICS
ISSN/ISSBN:
0304-405X
DOI:
10.1016/0304-405X(89)90049-4
发表日期:
1989
页码:
289-317
关键词: