The intertemporal capital asset pricing model with dynamic conditional correlations
Year of publication: |
2010
|
---|---|
Authors: | Bali, Turan G. ; Engle, Robert F. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 1911557. - Vol. 57.2010, 4, p. 377-391
|
Saved in:
Saved in favorites
Similar items by person
-
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Bali, Turan G., (2013)
-
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G., (2010)
-
Dynamic conditional beta is alive and well in the cross-section of daily stock returns
Bali, Turan G., (2013)
- More ...