Time-varying risk in the German stock market
Year of publication: |
2000
|
---|---|
Authors: | Scheicher, Martin |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 6.2000, 1, p. 70-91
|
Subject: | CAPM | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | Maßzahl | Statistical measures | 1971-1993 |
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