Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Year of publication: |
1990
|
---|---|
Authors: | Engle, Robert F. |
Other Persons: | Ng, Victor K. (contributor) ; Rothschild, Michael (contributor) |
Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 213-237
|
Subject: | CAPM | Öffentliche Anleihe | Public bond | USA | United States |
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