International asset excess returns and multivariate conditional volatilities
Year of publication: |
2005
|
---|---|
Authors: | Chiang, Thomas C. ; Yang, Sheng-Yung |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 24.2005, 3, p. 295-312
|
Subject: | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | CAPM | Volatilität | Volatility | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries |
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