A framework for exploring the macroeconomic determinants of systematic risk

Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Jin Wu

Year of publication:	Jan. 2005
Authors:	Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin
Publisher:	Frankfurt, Main : Center for Financial Studies
Subject:	Schätzung \| Estimation \| Wirkungsanalyse \| Impact assessment \| Volatilität \| Volatility \| Betafaktor \| Beta risk

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