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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Modellierung"
~subject:"Theory"
~subject:"Volatility"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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The pricing of time-varying beta
González-Rivera, Gloria
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 345-363
Persistent link: https://www.econbiz.de/10001227195
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