Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Robert F. Engle ; Victor K. Ng ; Michael Rothschild
| Year of publication: |
1990
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Ng, Victor K. (contributor) ; Rothschild, Michael (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 213-237
|
| Subject: | CAPM | Öffentliche Anleihe | Public bond | USA | United States |
| Series: | |
|---|---|
| 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/10001332074