Information flow interpretation of heteroskedasticity for capital asset pricing : an expectation-based view of risk
Chamil W. Senarathne and Prabhath Jayasinghe
| Year of publication: |
March 2017
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|---|---|
| Authors: | Senarathne, Chamil W. ; Jayasinghe, Prabhath |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 1327929-4. - Vol. 22.2017, part 1, p. 1-24
|
| Subject: | CAPM | Heteroskedastizität | Heteroscedasticity | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10011771053