Work

Testing the conditional CAPM using multivariate GARCH-M

Year: 1998

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031098332916

Authors: Bjorn Hansson, Peter Hordahl

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2149498682

FWCI: 0.741

Cites: 31

Cited by: 62

Related to: 10