Testing the conditional CAPM using multivariate GARCH-M
Björn Hansson and Peter Hördahl
| Year of publication: |
1998
|
|---|---|
| Authors: | Hansson, Björn ; Hördahl, Peter |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 8.1998, 4, p. 377-388
|
| Subject: | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Schweden | Sweden | 1977-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001363511