Exploring the priced factors in ICAPM in Japan
Year of publication: |
2011
|
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Authors: | Tsuji, Chikashi |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 2.2011, 4, p. 701-705
|
Subject: | EGARCH-in-Mean Model | GARCH Model | GARCH-in-Mean Model | ICAPM | Multivariate GARCH Model | ARCH-Modell | ARCH model | Japan | CAPM | Theorie | Theory | Volatilität | Volatility |
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