Testing the conditional CAPM using multivariate GARCH-M

Applied Financial Economics

Volumn 8, Issue 4, 1998, Pages 377-388

  Hansson, Björn ^a   Hördahl, Peter ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346498167     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031098332916     Document Type: Article

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