Time-varying risk: The case of the American computer industry

Journal of Empirical Finance

Volumn 2, Issue 4, 1996, Pages 333-342

  González Rivera, Gloria ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

CAPM; GARCH; Market risk; Residual risk; Stochastic dominance

Indexed keywords

EID: 0030077450     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(95)00012-7     Document Type: Article

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