International asset excess returns and multivariate conditional volatilities
Thomas C. Chiang, Sheng-Yung Yang
| Year of publication: |
2005
|
|---|---|
| Authors: | Chiang, Thomas C. ; Yang, Sheng-Yung |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 24.2005, 3, p. 295-312
|
| Subject: | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | CAPM | Volatilität | Volatility | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries |
| 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/10002851961