Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets
Year of publication: |
[2002]
|
---|---|
Authors: | Koutmos, Gregory |
Other Persons: | Knif, Johan (contributor) ; Philippatos, George C. (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2002 erstellt |
Other identifiers: | 10.2139/ssrn.314508 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: | ECONIS - Online Catalogue of the ZBW |
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