Bollerslev, T., Chou, R.Y., and Kroner, K.F., "A RCH Modeling in F inance: A Review of the Theory and Empirical Eviden ce." Journal of Econometrics, Vol. 52 No. 1/2 (1992), pp. 5-60.  Home/Search Document Not in Database Summary Related Articles |
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Information Dispersal: A Microstructure Analysis of Stock.. - Daigler, Herbst (Correct)
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Bollerslev, T., Chou, R.Y., and Kroner, K.F., "A RCH Modeling in F inance: A Review of the Theory and Empirical Eviden ce." Journal of Econometrics, Vol. 52 No. 1/2 (1992), pp. 5-60.
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