Work

The intertemporal capital asset pricing model with dynamic conditional correlations

Year: 2010

Type: article

Source: Journal of Monetary Economics

DOI: 10.1016/j.jmoneco.2010.03.002

Authors: Turan G. Bali, Robert F. Engle

Institutions: Baruch College, New York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2146550845

FWCI: 31.2

Cites: 58

Cited by: 259

Related to: 10