Aggregate Volatility Expectations and Threshold CAPM
Year of publication: |
2016
|
---|---|
Authors: | Arısoy, Yakup Eser |
Other Persons: | Salih, Aslihan Altay (contributor) ; Akdeniz, Levent (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Volatilität | Volatility | Erwartungsbildung | Expectation formation |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: North American Journal of Economics and Finance, Vol. 34, 231–253, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1847670 [DOI] |
Classification: | G12 - Asset Pricing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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