مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying risk The case of the American computer industry

Title of article :

Time-varying risk The case of the American computer industry

Author/Authors :

Gloria Gonz?lez-Rivera، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1995

Pages :

From page :

333

To page :

342

Keywords :

CAPM , GARCH , Market J) risk , Residual risk , Stochastic dominance

Journal title :

Journal of Empirical Finance

Serial Year :

1995

Journal title :

Journal of Empirical Finance

Record number :

130586

Link To Document :