Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
| Year of publication: |
1999
|
|---|---|
| Authors: | Dunne, Peter G. |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 8.1999, 1, p. 35-52
|
| Publisher: |
Elsevier |