Dynamic correlation structure and security risk
Nadia Vozlyublennaia; Artem Meshcheryakov
| Year of publication: |
2014
|
|---|---|
| Authors: | Vozlyublennaia, Nadia ; Meshcheryakov, Artem |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 73.2014, p. 48-64
|
| Subject: | Indiosyncratic risk | Systematic risk | Return correlation structure | GARCH | CAPM | Korrelation | Correlation | Risiko | Risk | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10010421625