Modeling common volatility characteristics and dynamic risk premia in European equity markets
| Year of publication: |
2008
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|---|---|
| Authors: | Koutmos, Gregory ; Knif, Johan ; Philippatos, George C. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 48.2008, 3, p. 567-578
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