The value premium and time-varying volatility
Year of publication: |
2009
|
---|---|
Authors: | Li, Xiafei ; Brooks, Chris ; Miffre, Joëlle |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 36.2009, 9/10, p. 1252-1272
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model |
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