Idiosyncratic volatility : evidence from Asia
Michael Drew and Madhu Veeraraghavan
| Year of publication: |
2002
|
|---|---|
| Authors: | Drew, Michael E. ; Veeraraghavan, Madhu |
| Publisher: |
Brisbane, Qld: School of Economics and Finance |
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Investitionsrisiko | Investment risk | Zeitreihenanalyse | Time series analysis | Asien | Asia | 1995-1999 |
| Extent: | 16 S graph. Darst |
|---|---|
| Series: | Discussion papers in economics, finance and international competitiveness. - Brisbane, ISSN 1324-5910, ZDB-ID 2419128-0. - Vol. 107 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001674061