Information flow interpretation of heteroskedasticity for capital asset pricing : an expectation-based view of risk
Year of publication: |
March 2017
|
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Authors: | Senarathne, Chamil W. ; Jayasinghe, Prabhath |
Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 1327929-4. - Vol. 22.2017, part 1, p. 1-24
|
Subject: | CAPM | Heteroskedastizität | Heteroscedasticity | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model | Theorie | Theory |
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