【作者(必填)】Engle, R.F. and Lee, G.J

【文题(必填)】 A Permanent and Transitory Component Model of Stock Return Volatility

【年份(必填)】1999

【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5848