An international asset pricing model with time-varying hedging risk
Year of publication: |
2000
|
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Authors: | Chang, Jow-ran ; Hung, Mao-Wei |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 15.2000, 3, p. 235-257
|
Subject: | CAPM | International | Hedging | VAR-Modell | VAR model | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Kanada | Canada | Japan | Welt | World |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
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