TIME-VARYING CONDITIONAL COVARIANCES IN TESTS OF ASSET PRICING-MODELS

被引：306

作者：

HARVEY, CR

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1989年 / 24卷 / 02期

关键词：

D O I：

10.1016/0304-405X(89)90049-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：289 / 317

页数：29

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