GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY WITH APPLICATIONS IN FINANCE (ARCH, CORRELATION STRUCTURE, GARCH, T-DISTRIBUTION, CAPM) - ProQuest

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GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY WITH APPLICATIONS IN FINANCE (ARCH, CORRELATION STRUCTURE, GARCH, T-DISTRIBUTION, CAPM)

BOLLERSLEV, TIM PETER. University of California, San Diego ProQuest Dissertations & Theses, 1986. 8622856.