The structural stability of a one-day risk premium in view of the recent financial crisis
Year of publication: |
2015
|
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Authors: | Drachal, Krzysztof |
Published in: |
Expert journal of economics. - Sibiu : Sprint Investify, ISSN 2359-7704, ZDB-ID 2758887-7. - Vol. 3.2015, 2, p. 136-142
|
Subject: | financial crisis | GARCH | risk premium | structural stability | Risikoprämie | Risk premium | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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