Multivariate GARCH with dynamic beta
M. Raddant and F. Wagner
| Year of publication: |
2022
|
|---|---|
| Authors: | Raddant, Matthias ; Wagner, Friedrich |
| Subject: | asset pricing | bond interest rates < general financial markets | investment decisions < general financial markets | Model construction and estimation < econometric modeling portfolio choice | trading volume | Finanzmarkt | Financial market | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | ARCH-Modell | ARCH model | Anleihe | Bond | Zinsstruktur | Yield curve | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1882523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532205