The Risk-Return Tradeoff in International Stock Markets : One-Step Multivariate GARCH-M Estimation with Many Assets
Year of publication: |
2016
|
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Authors: | Dhaene, Geert |
Other Persons: | Sercu, Piet (contributor) ; Jianbin, Wu (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Schätzung | Estimation | Risiko | Risk | CAPM | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (26 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2799573 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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