An econometric model of downside risk
Year of publication: |
2007
|
---|---|
Authors: | Bond, Shaun A. |
Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 301-331
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Ökonometrisches Modell | Econometric model | Schätzung | Estimation | Großbritannien | United Kingdom | 1984-1997 |
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