Testing the CAPM for the Brazilian stock market : a study of dynamic beta using multivariate GARCH
Lucas Lúcio Godeiro
| Year of publication: |
2013
|
|---|---|
| Authors: | Godeiro, Lucas Lúcio |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 3, p. 164-182
|
| Subject: | CAPM | Brasilien | Brazil | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Betafaktor | Beta risk | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719640