Work

Capital asset pricing model: A time-varying volatility approach

Year: 2016

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2016.01.014

Authors: Kun Ho Kim, Taejin Kim

Institutions: Hanyang University, Chinese University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministry of Education, National Research Foundation of Korea

Award: G567970070

OpenAlex ID: W2270751069

FWCI: 5.02

Cites: 44

Cited by: 27

Related to: 10