Keywords
Conditional varianceVariance (accounting)EconometricsVariance componentsStatisticsEconomicsMathematicsAutoregressive conditional heteroskedasticityVolatility (finance)
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Publication Info
- Year
- 1989
- Type
- article
- Volume
- 7
- Issue
- 3
- Pages
- 297-297
- Citations
- 292
- Access
- Closed
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Cite This
Richard T. Baillie,
Tim Bollerslev
(1989).
The Message in Daily Exchange Rates: A Conditional-Variance Tale.
Journal of Business and Economic Statistics
, 7
(3)
, 297-297.
https://doi.org/10.2307/1391527
Identifiers
- DOI
- 10.2307/1391527