A framework for exploring the macroeconomic determinants of systematic risk

Torben G. Andersen ...

Year of publication:	[2005]
Authors:	Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin
Publisher:	Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania
Subject:	Volatilität \| Volatility \| Betafaktor \| Beta risk \| Schätzung \| Estimation \| USA \| United States \| Wirkungsanalyse \| Impact assessment

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