A capital asset pricing model with time-varying covariances
Year of publication: |
1988
|
---|---|
Authors: | Bollerslev, Tim |
Other Persons: | Engle, Robert F. (contributor) ; Wooldridge, Jeffrey M. (contributor) |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 96.1988, 1, p. 116-131
|
Subject: | CAPM | Schätztheorie | Estimation theory |
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