A framework for exploring the macroeconomic determinants of systematic risk
by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, and Jin (Ginger) Wu
| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003214098