A framework for exploring the macroeconomic determinants of systematic risk
Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Jin Wu
| Year of publication: |
Jan. 2005
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin |
| Publisher: |
Frankfurt, Main : Center for Financial Studies |
| Subject: | Schätzung | Estimation | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Betafaktor | Beta risk |
freely available
| Extent: | Online-Ressource, 12, [4] S. Text graph. Darst. |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2005,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25449 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350620