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| Author: | Bollerslev, T. Engle, R. F. Wooldridge, J. M. |
| Title: | A capital asset pricing model with time-varying covariances. |
| Journal: | Journal of Political Economy
1988 : FEB, VOL. 96:1, p. 116-131 |
| Index terms: | CAPITAL ASSET PRICING |
| Language: | eng |
| Abstract: |
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