Testing the Conditional CAPM Using Multivariate GARCH-M
(1998) In Applied Financial Economics 8.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384732
- author
- Hansson, Björn LU
- organization
- publishing date
- 1998
- 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
- 2016-04-04 14:27:10
- date last changed
- 2022-02-06 19:18:54
@article{8ce92e64-00b1-4299-bd5a-a4f8fe7e7124,
author = {{Hansson, Björn}},
issn = {{0960-3107}},
language = {{eng}},
publisher = {{Taylor & Francis}},
series = {{Applied Financial Economics}},
title = {{Testing the Conditional CAPM Using Multivariate GARCH-M}},
volume = {{8}},
year = {{1998}},
}