Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Year of publication: |
[2012]
|
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Authors: | Bali, Turan G. |
Other Persons: | Engle, Robert F. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1364865 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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