Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)/ C. C. Wu, Jack C. Lee
| Year of publication: |
2007
|
|---|---|
| Authors: | Wu, C. C. ; Lee, Jack C. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 24.2007, 2, p. 329-349
|
| Subject: | CAPM | Risikoaversion | Risk aversion | ARCH-Modell | ARCH model | Theorie | Theory | USA | United States | 1941-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003415673