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      Stock Prices and Volume

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Review of Financial Studies
      Publisher: Oxford University Press (OUP)

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
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              Conditional Heteroskedasticity in Asset Returns: A New Approach

              Daniel B. Nelson (1991)
              Article 0 comments Cited 658 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Review of Financial Studies
                Abbreviated Title: Rev. Financ. Stud.
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 0893-9454
                ISSN (Electronic): 1465-7368
                Publication date Created: April 01 1992
                Publication date (Print): April 01 1992
                Volume: 5
                Issue: 2
                Pages: 199-242
                Article
                DOI: 10.1093/rfs/5.2.199
                SO-VID: 51122619-0d36-4913-896f-0a275b3e8081
                Copyright © © 1992
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