A framework for exploring the macroeconomic determinants of systematic risk
Year of publication: |
2005
|
---|---|
Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 95.2005, 2, p. 398-404
|
Subject: | Volatilität | Volatility | Betafaktor | Beta risk | Schätzung | Estimation | USA | United States | Wirkungsanalyse | Impact assessment |
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