Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Peter G. Dunne
| Year of publication: |
1999
|
|---|---|
| Authors: | Dunne, Peter G. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 8.1999, 1, p. 35-52
|
| Subject: | CAPM | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of financial analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001446436