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Testing the Conditional CAPM Using Multivariate GARCH-M

Hansson, Björn LU (1998) In Applied Financial Economics 8.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Applied Financial Economics
volume
8
publisher
Taylor & Francis
external identifiers
  • Scopus:0346498167
ISSN
0960-3107
language
English
LU publication?
yes
id
8ce92e64-00b1-4299-bd5a-a4f8fe7e7124 (old id 1384732)
date added to LUP
2009-04-20 12:27:14
date last changed
2016-04-16 12:33:34
@misc{8ce92e64-00b1-4299-bd5a-a4f8fe7e7124,
  author       = {Hansson, Björn},
  issn         = {0960-3107},
  language     = {eng},
  publisher    = {ARRAY(0x88962f8)},
  series       = {Applied Financial Economics},
  title        = {Testing the Conditional CAPM Using Multivariate GARCH-M},
  volume       = {8},
  year         = {1998},
}