Alternative econometric implementations of multi-factor models of the US financial markets

Massimo Guidolin; Francesco Ravazzolo; Andrea Donato Tortora

Year of publication:	2013
Authors:	Guidolin, Massimo ; Ravazzolo, Francesco ; Tortora, Andrea Donato
Published in:	The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 53.2013, 2, p. 87-111
Subject:	Finanzmarkt \| Financial market \| Risiko \| Risk \| Risikoprämie \| Risk premium \| Volatilität \| Volatility \| Ökonometrie \| Econometrics \| USA \| United States \| 1980-2010

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009745249

A service of the