Conditional volatility exposures in asset pricing in the downside and classical framework
Lesław Markowski
| Year of publication: |
2015
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|---|---|
| Authors: | Markowski, Lesław |
| Published in: |
Research in economics and business : Central and Eastern Europe. - Tallinn, ISSN 1736-9126, ZDB-ID 2551049-6. - Vol. 7.2015, 1, p. 5-22
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| Subject: | conditional volatility | downside risk | asset pricing | GARCH modelling | Volatilität | Volatility | ARCH-Modell | ARCH model | CAPM | Börsenkurs | Share price | Theorie | Theory | Risikomaß | Risk measure |
| 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/10011656019