Jun He
Post
Research
Note
Data
Bergen
π
Grant McQueen
β Papers reviewed on this blog
[2004 RFS]
GARCH δ»εͺεΏζ₯οΌββζγζ³’ε¨δΌζε γθΏδ»ΆδΊοΌθΏη»ζθ΅θ ηζ η»ͺ
Whence GARCH? a Preference-Based Explanation for Conditional Volatility
Jun 2026