The intertemporal capital asset pricing model with dynamic conditional correlations
| Year of publication: |
2010
|
|---|---|
| Authors: | Bali, Turan G. ; Engle, Robert F. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 1911557. - Vol. 57.2010, 4, p. 377-391
|