Academic texts about GARCH-M

1 publications

The CAPM with time-varying covariances
Can the Conditional CAPM with a GARCH-M representation outperform the traditional CAPM?

Autor:in: M.Sc. Sebastian Wilde (Author)

Subject: Economics - Finance

Category: Seminar Paper , 2021 23 Pages , Grade: 1,3

Catalog Number: 1267030

Price: US$ 19.99