Aggregate volatility expectations and threshold CAPM

Yakup Eser Arısoy, Aslıhan Altay-Salih, Levent Akdeniz

Year of publication:	November 2015
Authors:	Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Akdeniz, Levent
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 231-253
Subject:	Aggregate volatility \| Threshold regression \| Conditional CAPM \| Range \| VIX \| Volatilität \| Volatility \| CAPM \| Theorie \| Theory \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis \| Aggregation

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