The value premium and time-varying volatility
Xiafei Li, Chris Brooks and Joe͏̈lle Miffre
| Year of publication: |
2009
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|---|---|
| Authors: | Li, Xiafei ; Brooks, Chris ; Miffre, Joëlle |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 36.2009, 9/10, p. 1252-1272
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| Subject: | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model |
| 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/10003909854