The common and specific components of dynamic volatility
Connor, G., Korajczyk, R. & Linton, O.
(2006).
The common and specific components of dynamic volatility.
Journal of Econometrics,
132(1), 231-255.
https://doi.org/10.1016/j.jeconom.2005.01.029
| Item Type | Article |
|---|---|
| Copyright holders | (c) 2006 Elsevier B.V. |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD LSE > Academic Departments > Economics |
| DOI | 10.1016/j.jeconom.2005.01.029 |
| Date Deposited | 22 Aug 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2698 |
Explore Further
- https://www.scopus.com/pages/publications/33646126726 (Scopus publication)
- http://www.sciencedirect.com/science/journal/03044... (Official URL)