Author: Smith Daniel
Publisher: Routledge Ltd
ISSN: 1466-4305
Source: Applied Financial Economics, Vol.18, Iss.10, 2008-06, pp. : 845-862
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Testing the conditional CAPM using multivariate GARCH-M
By Hansson Bjorn Hordahl Peter
Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. :
GARCH model with cross-sectional volatility: GARCHX models
By Hwang Soosung Satchell Steve E.
Applied Financial Economics, Vol. 15, Iss. 3, 2005-02 ,pp. :
Structural breaks and the Fisher hypothesis in bond and stock markets
Applied Financial Economics, Vol. 19, Iss. 24, 2009-12 ,pp. :