Risk and volatility : econometric models and financial practice
Year of publication: |
2004
|
---|---|
Authors: | Engle, Robert F. |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 94.2004, 3, p. 405-420
|
Subject: | CAPM | ARCH-Modell | ARCH model | Entscheidung unter Risiko | Decision under risk |
-
Myopic loss aversion, the equity premium puzzle, and GARCH
Ågren, Martin, (2005)
-
Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter, (2001)
-
Investor information, long-run risk, and the term structure of equity
Croce, Mariano M., (2015)
- More ...
-
Hassler, Uwe, (2003)
-
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim, (2010)
-
The Nobel memorial prize for Robert Engle
Diebold, Francis X., (2004)
- More ...