A multivariate GARCH model of risk premia in foreign exchange markets
Year of publication: |
1997
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Authors: | Malliaropulos, Dimitrios |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 14.1997, 1, p. 61-79
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Subject: | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Schätztheorie | Estimation theory | CAPM | Theorie | Theory |
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