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 191155-7. - Vol. 57.2010, 4, p. 377-390
|
Subject: | CAPM | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Theorie | Theory | USA | United States |
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