The common and specific components of dynamic volatility

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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Item Type	Article
Copyright holders	(c) 2006 Elsevier B.V.
Departments	Financial Markets Group STICERD Economics
DOI	10.1016/j.jeconom.2005.01.029
Date Deposited	22 Aug 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2698

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Connor, Gregory
Korajczyk, R.
Linton, Oliver

HB Economic Theory

http://www.sciencedirect.com/science/journal/03044... (Official URL)

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