Asset Pricing with a Factor Arch Covariance Structure : Empirical Estimates for Treasury Bills
Year of publication: |
[2010]
|
---|---|
Authors: | Engle, Robert F. |
Other Persons: | Ng, Victor (contributor) ; Rothschild, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | CAPM | Öffentliche Anleihe | Public bond | Schätztheorie | Estimation theory | Staatspapier | Government securities |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Series: | NBER Working Paper ; No. t0065 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1988 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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