Capital asset pricing model : a time-varying volatility approach
Year of publication: |
June 2016
|
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Authors: | Kim, Kun Ho ; Kim, Taejin |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 268-281
|
Subject: | Capital asset pricing model | Time-varying volatility | Idiosyncratic risk | Uniform inference | Co-movement | Financial crisis | CAPM | Volatilität | Volatility | Finanzkrise | Kapitaleinkommen | Capital income | Schätzung | Estimation | Finanzmarkt | Financial market |
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