The intertemporal capital asset pricing model with dynamic conditional correlations
Turan G. Bali; Robert F. Engle
| Year of publication: |
2010
|
|---|---|
| Authors: | Bali, Turan G. ; Engle, Robert F. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 57.2010, 4, p. 377-390
|
| Subject: | CAPM | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008666431