Modeling asymmetric comovements of asset returns
Year of publication: |
1998
|
---|---|
Authors: | Kroner, Kenneth F. ; Ng, Victor K. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 11.1998, 4, p. 817-844
|
Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size | Theorie | Theory |
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