A higher moment Downside framework for conditional and unconditional CAPM in the Russian stock market
Tamara Teplova and Evgeniya Shutova
| Year of publication: |
2011
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|---|---|
| Authors: | Teplova, Tamara V. ; Shutova, Evgeniya |
| Published in: |
Eurasian economic review : a journal of the Eurasia Business and Economics Society. - İstanbul : [Verlag nicht ermittelbar], ISSN 1309-422X, ZDB-ID 2761001-9. - Vol. 1.2011, 2, p. 157-178
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| Subject: | Downside CAPM | Higher Moment CAPM | Conditional CAPM | Coskewness | Cokurtosis | Russian Stock Market | CAPM | Russland | Russia | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | ARCH-Modell | ARCH model |
| 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/10010340015